Doesn't matter if you buy directly from HP's website or from a retailer, e.g. BestBuy, Amazon, etc. as long as you have a proof of the purchase. The only paid warranties are the *extended* warranties. You will likely have to pay for the shipping with a regular warranty though, when an extended warranty would cover it.

That said, my relative got an Omen years ago (i7-7700HQ + GTX 1070) and HP had a campaign where if you end up not using your warranty - they will return the money you have paid for the extended warranty in full. They don't automatically return them though, you got to file a request within a 90 day window after the warranty expires. Here is a PDF). If HP still runs this campaign, it might be worth paying for it.