The Gamestop link doesn't necessarily show all the stores that have the component cables. You'll find that 99% of the stores that come up in stock just have mislabeled composite cables (Red, Yellow, White) or old RF adapters (one store had an NES/SNES RF adapter labeled GC Component Cable). Don't waste your time with that link unless you want to go to forty stores before your find something useful (employees won't be any help if you call ahead because they don't know the difference between Component/Composite).
You got that right. A couple of months ago I drove all over Houston looking for this cable with no luck. I think the chances of finding one are slim.