I am loyal to any business as long as I think I am getting good service at reasonable prices. "Loyalty" as dive shops seem to perceive it, seems completely silly to me. Why you would be rude to a potential customer, because that customer had done business somewhere else, baffles me -- no matter where they may have shopped before, or may shop in the future, right now they appear to be prepared to spend money WITH YOU.
I did business with the shop that certified me for quite a while, until I heard about an "all you can eat" Nitrox deal at another shop. I went in to my shop and asked the owner if he would consider such a plan, and I got an earful about how plans like that just put shops out of business, blah blah blah. I took my business at that point to the shop that was offering what I wanted. (He did eventually go out of business, but it wasn't because of the gas plan.)
I've bought from dive shops (several in our area, depending on who had what I wanted at a price I was willing to pay), from online shops, and used. That's really no different from the way I handle my other hobby, which is horses. The only difference is that scuba is unique in EXPECTING customer "loyalty", without expecting to provide anything to create that loyalty.