Any shop that doesn't sell low end fg bikes but then gets snarky because you bought one on-line and asked them to set it up for you, doesn't deserve any business from you. It's different if they DO carry entry level fg bikes though even then, by setting up your bike they're putting money through their workshop with the probability they'll sell bits and accessories to you as well if not later.
Provided you're polite and given your lbs a chance to find a bike a for you, I see nothing wrong with buying on-line then paying them to make sure it's right. You might also start to understand why things on-line are cheaper than in a bike shop.
Never be scared to pay for service or advice.
Never pay for snotty attitudes and prejudice ... sadly, that's often the reality, especially in roadie shops.