I understand people wanting to go to Wal-Mart & other places to rescue fish in general and Bettas in particular. Your hearts are in the right place.
HOWEVER, you are NOT helping by doing it. The more they sell, the more they will order and MORE will suffer!!!!
When you purchase these "rescue" bettas you may be saving ONE, but THREE more will be taking his place, IMO.
The BEST way to eliminate the poor treatment of bettas (and fish) is NOT to buy from disreputable places and ONLY support good quality breeders/LFS, etc.
It is simply the law of supply & demand. If they aren't selling, they won't carry an item/fish/bettas.