REI has a few obvious challenges being in Las Vegas.
#1 - Not a lot of need for raingear.
#2 - Lots of sports only take place in spring, fall and winter.
#3 - Vegas seems to be the main attraction for tourism, not the outdoors.
It makes sense they have a limited selection here. For an out of towner or someone from up north it may seem tiny. That being said, it's a great place to hunt for deals on warm weather gear!