We're talking about approx. $1000 difference between B&H (no tax) and a brick-and-mortar store. I'm all for supporting the little guy, etc., but not to the tune of $1000.
Are you guys still willing to take 10 crisp $100 bills out of your pocket (additional, beyond the price of the camera), count them out, and give them to the owner of a brick-and-mortar store for the sole purpose of keeping him/her in business? At that point, you are literally supporting a bad business model.
Now if that brick-and-mortar figured out a way to provide something tangible for that extra $1000, I might consider it. It doesn't have to be something physical (filters, etc.). How about services (beyond implying, undefined, some type of extra support as some have mentioned). A free seat in an in-person master class for <insert photography topic here> that would otherwise cost patrons $500 or $700 (but my seat is free for the purchase). Now that's a business model that may draw people to use that brick-and-mortar. Doesn't have to be an item, doesn't have to be equal to or better than, just something that offsets that cost somewhat. An attempt at providing value added, not just saying "support me from those evil on-line stores (that, BTW, figured out a better business plan).
World is changing, not my place to pay an extra $1000 to keep a bad business model chunking along.