My opinion would be that the absence of a Sarin or Megascope report in itself probably isn't reason to exclude dealers altogether, the lack of these proportion reports can make the search for your diamond more difficult. The thing is, I think the practice of consumers asking for this information is a relatively new phenomenon in the retail diamond industry. MANY dealers don't have the reports, and often wonder why it's such a big deal to the educated consumer to have them. During my search I was often greeted with blank stares upon requesting this sort of data, as if the dealer couldn't understand why I could possibly want to see such things.
In the end though, it's up to you to decide whether you really "need" to know the exact angles/proportions, or whether you're happy just finding a diamond that looks good to you. If a diamond "speaks to you," the reports may not be needed at all.
One thing to also keep in mind is that AGS stones, while not having complete data, at least DO have the average crown/pavilion angles and relevant proportions, which may be enough for you.
-Tim