I'd have the Mahindra dealer drop the 1526 off at your farm, WITH a ballast of some sort on the rear 3pt. Then put on your bail spear and try it out, in your own barn, and actually take one out and drop it in your feeder. Make sure the tractor can not only lift and carry the round bale on flat level concrete, but can actually traverse rough uneven ground with it safely, and then pick it up, angle it and drop it in your feeder.
Any other dealer should be willing to do the same, but you already have a relationship with the Mahindra dealer (you've already bought one from them, lol).
I too, personally despise skid steers. Destroy the ground (you're talking about rutting the ground with a utility tractor), crazy expensive, even used, unless they're totally wrecked, repairs are stupid expensive, and I'm not sure you're going to be able to reach the top row of bales with a small skid steer anyway, as the loaders always seem too short. Only thing skidders are fit for is new construction sites, where the ground hasn't been finish graded yet.