Explain to me that a 20 foot ladder is 120 bucks at Lowes while the same ladder is 115 at Home Depot. Yet, a Skilsaw that is 135 at Home Depot is only 110 at Lowes.
The answer: It's competition. Different stations offer different things. There are different kinds of gas customers. There are some that focus on price. Others on location, and others on the other services offered i.e. deli, etc.
A station that sells a lot of other stuff might charge more for gas. A station in a good location might charge more for gas. Also, some stations managers are idiots and charge either too much or too little.
If you look around, you will notice that there are price differences for essentially the same product in every single industry. If it bothers you, then just go to the cheapest one.