True, you can't go to Amazon Cars or equivalent, but there are options. Have you tried the internet sales department? Edmund's called it "a valuable time- and money-saver."[1]
> I wish the car manufacturers would get with it.
It's not like they haven't tried to make the buying experience more pleasant. Saturn was doing no-haggle pricing as early as 1990[2]. Scion is doing it today[3]. Gut feel is that the buying experience just isn't that important to most people with durable goods. The car is what brings us into dealerships, not the sales staff.
[1]: http://www.edmunds.com/car-buying/how-to-get-an-internet-pri...
[2]: https://en.wikipedia.org/wiki/Saturn_Corporation#1990.E2.80....