At least in my locale, they'll let you ride home with the test ride pedals. Folks will either ask for their preferred pedals to be installed at the shop, or install them at home. The other thing is, unless they have every conceivable pedal in stock, you'll have to wait for them anyway. Withholding a $5 pair of pedals, and losing a $2000 sale, would strike me as weird too, but I've never heard about anybody having such a problem.
To the OP, if you're happy with casual cycling on platform pedals, as I am, the Avenir plastic pedals for $12/pair on Amazon are surprisingly nice. Note that you have to choose the correct thread diameter, probably 9/16" if it's a $2k bike. I now have those on three bikes.