I'm not sure I see a problem here with what the customer did. He is free to take his business elsewhere, and the shop owner is free to let him go as well. From how you describe it, it sounds like the "request" was made respectfully, and a sale was carried out (at a slightly higher price than what was listed on Amazon).
In that sense, I think this was a good situation. A sale is a sale, and a small profit is better than no profit.
If anyone is to feel bad for the shop owner, feel bad not because of the customer, but because of the changing times that have driven down pricing for all comic buyers (great for the customers, bad for the shop owners). Competition, whether it is from Amazon, eBay, etc., has really taken a big chunk out of the business from your LCS. But, this is nothing new. They will need to continue to adapt, continue to provide great customer service, continue to provide a great in-person customer experience... or slowly go out of business. It's just a result of the changing times.