Personally, I think they should just try harder then. If they are losing business to you elsewhere, they should see it as an incentive to be as helpful as they possibly can.

My LBS knows I buy things online because I have very specific tastes about cycling clothing and parts I want on my bike. Lots of times though I find what I want online, especially parts, and bring it to them and ask them to order it for me. It's more expensive that way, but they will put the part on for free and do any maintenance on installed parts for free for the life of the part. They ordered my bike case for me, I've got one guy getting a ton of new parts for my commuter bike that we are having a hard time finding and the manager is the one who found the pink and black frame for me.

They try very hard to keep my business in their store and not online. I can do all these things myself, but because they have such good customer service, I prefer to pay a little more and have them take care of things. That's how it should be. Clamming up and being a jerk about it just drives you back to those other stores.