My Branson dealer is 260 miles away. I have been there twice- once before purchase, once to pick up a used backhoe. They ship stuff I need- mostly filters.
I've rebuilt/restored a number of motorcycles and work on my cars and trucks. So I have some mechanical aptitude. It was not hard to find some books about hydraulics (and people here are good about helping). CUT hydraulics are pretty simple.
Yes I was taking a chance that my Branson would not be a warranty nightmare. But few tractors are. I asked the dealer how we'd deal with warranty issues and they said that they'd ship me parts for stuff I could do myself but if I needed to bring it to the dealer I'd have to do that. With all the motorcycles cars and trucks I've owned there's only been a couple that needed anything under their warranties and they were things I could have done. So I did not think that I was taking much of a risk.
OTOH if the local Kubota dealers had been more responsive and the models in my size and price range more suited to me, I'd have bought one. Most of the local dealers for other brands don't want to deal with non ag customers.
Gray market is a whole 'nother issue. There, you're on your own as far as official dealer support goes. But first you need to make sure there's good parts availability. It's often poor. If you would be depending on a single small distributor for parts, beware that they could fold any time. Official brand dealers often won't work on gray market stuff. Ideally you'd have a local independent who would.