I guess it depends if you actually need a tractor or not. If you do, widen your search via the phone. There are tractors out there with loaders. You just have to find an honest dealer that has one, or maybe consider a different model. It's not like there is a perfect tractor for everyone. Mostly, you are always trading something off.
Btw, my dealer delivery guy said they deliver tractors several hours from their dealership. YMMV.
Also, fwiw, my dealer and somewhat local dealer never asks me who I am when I go into buy parts. I've bought from both dealers since the one dealer had the rear blade I wanted, and my dealer wasn't going to have them for 6 months at least. Even then, they were going to charge me for delivery since it wasn't a stocked item that wasn't already on their delivery schedule.
One more note, the likelihood that you will have the tractor, loader, and all implements at one place is small.