I guess I am a fanatic about filling the rear tires.
I certainly would not run a loader without lots of weight in the back. Even with my rears filled, I keep my box blade on the rear when I'm using my loader.
I think your dealer did you a disservice by suggesting that the tractor doesn't need it. But, with that being said, I would think that your dealer would have access to fluid suitable for your area. If nothing else, over the past several years, lots of people have gone to winter window washer fluid or the non-toxic anti-freeze used in the water systems of RVs and boats.
The tractor will feel like a completely different machine after you get the tires filled -- all for the good (just my opinion). There are a number of other threads on TBN about filling the rears. There are lots of good comments.
I'm such a fanatic about filling tires, that many years ago I swapped out the turf tires for ag tires on a Sear 18 hp garden tractor -- and I had them filled, plus I added the Sears wheel weights. That little tractor sure pushed a lot of snow, and it did a lot of steep hill mowing that could not have safely been done without all the weight.
Good luck,
Knute