I understand. I'm fortunate to have a small local hardware/feed store nearby who sells most things I need - but no live animals. They charge a little more, which is acceptable to me.
Hay from pet stores is almost always awful and old, anyway. If you look at it closely it is usually dried up and brown! Since quality hay is so important for rabbit health there is more than just money to consider when buying hay for them.
You can only do your best. You have to take care of your existing animals with the resources you have. If you had another store with comparable options not abusing their animals, I'm sure you would choose them.