Why feel guilty for buying at a shop with lower prices? Do they give you service for free? If you get service and pay for it, why feel the need to buy products at a markup?
Now I would feel guilty if I went there to shop knowing that I would buy somewhere else. Higher priced stores generally have a better selection. You should also feel guilty if you try things out at the LBS knowing that you will buy on the internet.
I think the owner just wanted to get some feedback on prices so just tell him the truth. If he was trying to guilt you into buying from him, find another shop.