A good website exists for one reason: to convert visitors into paying customers. Whether you convert visitors to customers by a link to a separate online store or by driving directions to a physical store shouldn't matter much. What does matter is whether your website content and the user experience work in tandem, making it compelling and easy for visitors to make a purchase.
From an external marketing perspective, separate websites may prove more difficult than one combined website for a number of reasons. First, marketing involves analyzing visitor traffic to see if you can increase the number of visitors who buy while also decreasing the cost of those visitors. If you have two separate websites, you may not be able to effectively track every customer from a click on an online advertisement all the way through to a purchase.
Second, people with purchase intent often demonstrate hesitation when shopping online because they need more information about your company or your products to feel confident enough to go through with a transaction. If your two websites make it challenging for people to go back and forth between watching product videos, reading company information and shopping or adding items to a shopping cart, you may be losing customers.
Third, your two websites may be confusing to search engines. Talk to a search engine optimization (SEO) expert to make sure your websites appear properly in search results and are not being penalized by Google and other search engines for duplicate content.