Store auditioning and then buying on-line from others. How do you feel about it ?

I think it's ok, sometimes....

The auditioning wasn't done with the undisclosed intent to buy somewhere else. If price was the issue, gave the LAS an opportunity to come close in price.  "Hey man, thanks for taking the time with me the other day.  I'm about ready to pull the trigger, but I did see X-super-cool-device at Y authorized dealer, online, at Z price.  Can you sell for that?"

Or later found a pre-loved item at a significant discount.

Or the buyer does buy a reasonable amount of stuff from the LAS and otherwise has a good, ongoing relationship, including referrals.  But, then, wouldn't the buyer probably be able to negotiate a deal close to the online competitor?

Or got a package deal that includes "necessary" stuff the LAS doesn't carry.

Or the LAS folks were jerks.  Yes, they exist.

Loathsome to go audition something already seen online, have the LAS give you its best advice, spend all day trying stuff out or even allowing a home audition, and buy somewhere else to save a few bucks, especially without giving the LAS a shot at coming close in price---double especially if the LAS is cool about questions and service concerns.

Mea Culpa, 
I heard the Ayre Codex at AudioConnection and bought a used unit here on Agon. I felt bad that I didn't give him a chance to sell me one.
In fact I bought all my equipment used- a lot of it from Johnny's customers. I couldn't afford it otherwise.
I try to buy what I can from him, like cables and accessories, but the big ticket items.... Oh well, you know. 
As a small business owner, I know how hard it is to make a living. Though I do try to steer as much business his way, as possible, through my posts.
For his part, John Rutan has been nothing but generous in dispensing advice and information. When I win the lottery, guess who I am going to buy from?
Bob

"In fact I bought all my equipment used- a lot of it from Johnny's customers."

In the right circumstances, that's almost as good as buying from him!  I assume at least some of them use the funds to buy more stuff.  I don't know if it works this way, but maybe if he has a customer that waffles because he/she needs to unload something, first, he can say, "Don't worry, I know a guy."  :)

Of course, turning around to buy used is going to happen.  But those are onesies and twosies kinds of things.  It's really dealers getting their sales poached by other dealers that's a huge burden upon them.

When I imported high-end audio components, and went about building a dealer network, there was no more difficult problem I faced.  It completely blindsided me, and emerged in my mind as a primary reason so many companies struggle to get their legs under them or sustain operations.  Dealer unhappiness represents a far bigger problem than any of us sitting on the sidelines realizes.

After the first year, I evolved into a workable solution; dealer territories.  No dealer could sell a component outside of their area without my consent.  Normally, that exception was provided for long-standing customer-dealer relationships.  At first, the dealers balked.  But as they began to see how it protected them from poaching, they got on-board in a bigger way than I would have hoped.  In fact, before I decided to pull the plug, I had more dealers coming to me than I could shake a stick at.  Most of them said the same thing, I wanted to watch how you handled the line.  The way you've advertised / marketed the brand, gotten reviews, attended shows, and most importantly, supported the dealers who represent you won me over.  Life is about relationships.  Take care of those who you deal with, and it will come back to you, and vice versa

 It is never OK. If brick and mortar stores go out of business there will be no place to demo equipment. Then you are just buying blind. I won't buy a piece without hearing it in my system. Everyone needs to support their local dealers if they can.

 I am not rich and buy almost everything used. I am friends with a couple local dealers. I usually buy stuff that was traded in by other customers. This way I can demo something at home before I buy it. The dealer will also stand behind the piece if there is a problem. My ARC dealer is great, he will call me if he is getting in a piece he thinks I might want. I usually tell him my plans if I am looking for something in particular. One of my local dealer let me buy a pair of his demo speakers at a great price and make payments. Even though I am not buying new, they are still making money off of me and I am supporting their business.