I understand your point. I think as a consumer, it is in your best interest to shop around across the country. The internet makes that easy to do and you will find varying offers/deals. I have found as much as $10000 difference in what I was looking for. Depending on the savings, you can then arrange to have the car shipped or delivered.
But - the main issue is maintenance then. If you are handy, some of the routine stuff can be performed. However there are some things and warranty issues you will need to have an actual dealership do regardless. In these circumstances, if you don't have a dealership nearby, you will need to have the car shipped. That can be a big head ache depending on the issue. I happen to live in St. Louis which oddly has 1.25 Lotus dealers. I consider one to only be a quarter of a Lotus dealer - their primary business is used cars. Anyway, despite living near 1.25 dealers, I still face a problem if I ever need bodywork - no one in this area has enough understanding to work on these cars - so the best place is to have it shipped to Chicago.