I'm friendly with a bike shop just a half mile from my place. I rolled into their shop a month ago with a bike that I recently bought from another bike shop 10 miles away. I felt a moment of guilt, but the fact is that they don't carry Cannondale, and I found someone else who did. It was that simple. Besides, I've bought all my tires, racks, shoes, and other accessories from them. I even bought my wife's hybrid from them. If they carried my bike, I would have bought it from them too.
Or to put it another way: In college I worked for an electronics retailer (1989-94). My friends frequently came to me when they needed something. Occasionally one of them would buy from a different dealer. It never bothered me. What bothered me was if they wouldn't at least ask me for some free advice. I didn't need to make money on them. If they found what they were looking for and it was something I didn't carry, great, buy from whomever fills the need.