Shops stay in busines if they provide enough customers with what their demand is.
I think you should only support shops that provide you with want you want, not for the sake of supporting a local shop. If the local dive shop density is too high, then that is unfortunate. If the local shop cannot compete with on-line prices, then perhaps the shop could also sell gear on-line, thus selling more and being able to lower prices. In Europe there are lots of small local shops that ship anywhere, because the density of dive shops is low in many areas. Also small shops can survive if they are smart and have a good business model (like the air-fill example you mentioned). Dive shops that throw out customers because they bought on-line or gear elsewhere should not be surprised if people stop going there. They should be happy you did not buy a tennis racket instead and binned diving completely. Buying scuba gear, no matter where, is good for the sport and the industry.
Worlds change and businesses need to adapt with this change. It should be focused on what the market it and what the customer wants. I do not believe in supporting shops because otherwise they close. Makes local people feel guilty for getting the best deal for them.
If you are worried about getting an air-fill: Most places I dive at have one or two air-fill stations close to the dive-site. Much more convenient. Why do people need the air-fill stations close to their home?