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I have to admit that I feel a bit ashamed that I split my orders between Amazon and Newegg based on price last month when building my machine :(

I dont, as I've had a bad customer service experience with Newegg. But it was only once, and they did budge once I contacted google "trusted" stores team.

Newegg still benefits simply from you doing business with them. Presumably they are not using a loss-leader strategy - so every sale is still profitable.

There are a lot of vendors out there, it isn't generally feasible to price shop all of them for orders of more than one or two items. So the fact that they are merely on your list of vendors to consider is a win for them.

I did as well. I needed a few small rack servers and their name was on my mind. I wasn't spending my own money so it was just a case of "Newegg's fighting the good fight these days, have a cookie". It was only about $5k but if there's many people who think like me then it adds up.

Indeed, dollars are votes.