Torn. Want to support LBS but they don't carry what I really want
I had the same problem with my current MTB - I talked to the guy at my favorite LBS (I have a number of specialist but large chain bike shops close by, hes a small operator), and told him what I wanted (He stocked the brand, not the model, and it was end of season so stocks were short supply). I had seen it on the internet for a significant discount, told him that. He made a few phone calls and said "I cannot get one, and even if I could, I could not get close to that price. I am more than happy to assemble it for you if you need (clearly he was meaning for a charge)". 

The LBS makes money from selling bikes, selling spares and servicing bikes. If you want to support your LBS, (as already suggested in the comments) ask him if he will order one in, and tell him what you have seen at what price. If he cannot or will not order a bike in, he should be more than happy to service it for you and will still sell you parts and accessories.