John,
I can only offer my personal perspective on the subject, but perhaps it may provide some insight to your question.
First, I think that there are a lot of tire kickers out there just looking at guns and that this should be thought of as a good thing for gun dealers. It maintains interest in the items they have for sale and lets the seller know that people are aware of the shop and what's for sale in it. They may not buy a new gun, but perhaps they will drop some money on new shooting gloves, decoys, shells, cleaning supplies, or whatever else is for sale. I recently visited Ivory Beads and was up front about not being ready to buy a gun, but wanted to see what was available and at what price so I could be a more educated buyer when ready to actually make my purchase. I was treated well, and ended up dropping $100 on odds and ends.
Next, I think for the "average" shooter and hunter any gun over $1000 is considered a rather serious investment. Of all my friends that I hunt with, only three of us own guns over $1500. My Quality Arms Arrieta is the most expensive gun of the group and some of my friends can't believe I spent that much money on a gun. As a result, the reason I think that many buyers may make an offer that is accepted and but do not close the deal is the result of a kind of "fear" of "buyer's remorse." They honestly do need to "think" about it.
I also personally HATE negotiating for a major purchase. I want to know what the final cost is upfront. For this reason, I HATE buying new cars, precisely because of the negotiation process and almost always opt for a used car. A house is somewhat different since it is usually unique and a different kind of purchase. But, don't even get me started on the loan industry!
So my used gun buying habits are close to how I go about buying a used car, I think. I do my research and then try and determine what is a "good price" for what I want. Not necessarily a "steal," but something that I feel is "fair." Then, I look high and low and try and find something that is close to that price. Dealers that have products that are significantly over the price I want to pay get scratched from my list immediately. Finally, I narrow it down to 2-3 guns or cars that I am interested in and in the ball park for what I am looking for. I make the calls and buy the one that seems to be the best gun or car for the money. I don't negotiate and do not ask for a discount. After reading this thread, I guess I should.
Now, when I bought my used Arrieta I called a shop that had a gun that I was interested in at a price I was willing to pay. Out of the blue, the dealer told me "if you are really interested in purchasing this gun, I can sell it to you for $500 less." I was shocked at first, but that offer closed the deal and I bought the gun.
I was very happy with my purchase, but what still bugs me is that I know the dealer made money off that gun and that I was willing to pay $500 more for it. What would have happened if he didn't make that offer? Despite several grueling hours of negotiation, I still feel like I got "taken" on my "last and only" new car purchase.
Finally, I think you have take into consideration the economy. I have been setting aside money for a new shotgun (an American classic), but in many ways this is another luxury for me. I really don't "need" another gun. Add to that the current economic situation and the threat from my employer that I might receive and "IOU" in lieu of a paycheck (I work for the state of California), I am now thinking long and hard about dropping the money I budgeted on something that I really don't need despite that I am relatively economically secure.
Hope this helps understand what might be going through some buyer's minds when they walk into your shop.
BTW: I love that Q.A. Arrieta! I believe it may have been a bespoke gun because it is a left handed 578 with a really strange pitch (that has since been corrected).