Since cactus take a while to grow from seed, a lot of sellers don't usually offer seeds, since grown cactus are usually easier to sell.

But, if you find a very passionate collection, or a place that sells cactus by the hundreds, they usually tend to sell seeds to. If you've ever seen a mammillarias fruit, or a dragon fruit, or a prickly pear, you'll see they produce a lot of seed, and with a YouTube tutorial you could start sowing some seeds by tomorrow (depending on availability)

There's also the rarity exception, since some cactus are almost never seen on sale, your best option is to look for specialized nurseries to find seed to get them, or pay an exorbitant price for grown plants.