Auditioning Used Equipment - Am I crazy ?

OP you are not crazy! Just look elsewhere you will find something even better and in 6 months the dealer will still have that amp sitting in its box

We don't know enough about the particular circumstances to say whether or not the dealer was behaving reasonably.  Most dealers have used gear as trade-ins on a purchase of new gear.  Taking in trade-ins is a BIG favor to customer and the dealing with the trade-in is a big PITA and often of marginal profitability.  One cannot expect the dealer to be quite as helpful with a used sale as they would be with a new sale.  If the trade-in model is current and of high value, it might be an easy sale, in which case, there is little incentive to unbox and set it up for any one of many prospective customers.  The amount of effort to make the sale is a business judgment based on the dealer's business practices and the particular circumstance.  The dealer would have to be concerned with tire kickers coming by to get a free "audition" of something not normally available in the area.

Ozzy62 makes a good point.  If both the buyer and seller have some skin in the game, there is less concern by the seller that he is just being used.  You should offer to pay a refundable fee to audition the amp.  

OP - In response to "I do not know their return policy.  It isn't listed in the ad and when I click on RETURN POLICY on their website it just goes to the home page."

Caveat Emptor: Ethical 'bricks-n-mortar' stores have well defined and published transaction policies.  Ask for theirs!  

A.) If their policies ARE NOT published, shop elsewhere - period (If it seems too good to be true, it probably is.).  Weather buying New or Used, work with shops that are transparent and that you can trust...

B.) If their policies ARE published, make a screen-capture of them (just in case...), and those policies include a 30-Day trial, use your credit card for the purchase.  If something goes sideways, your credit card company will want to see those policies before they can provide your buyer-protection.

Finally, +1 - Testpliot: "it is incumbent on the dealer to develop relationships." 

Dealers are glad to audition equipment when you are paying full retail and they have a huge markup.  May or may not be the same on used equipment.

Jerry

Over the past couple of years I've purchased quite a bit of gear (deep 5 figures) from "The Music Room". In doing so, I've build a very good relationship and my regular sales person as well as those who answer the phone if I call the main number all no me well. As an ecommerce business, their level of service suits me well. They have a  reasonable return policy in that for 30 days and if an item is returned not due to a defect, they charge a 5% fee which is deducted from a refund. Considering that they have to retest, recertify, and restock the item, I consider that to be quite fair. It's not as good as having a local brick an mortar store to touch and carry way from, but I'm satisfied and will continue doing business as long as nothing changes.