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The clearest benefit is that they can offer you the complete manufactures warranty. For many brands, these dealers will have access to the entire line of that brand. However, due to limited display case space, you will usually just see a small portion of the different styles. If they did not have the watch you wanted, they would have to order it for you, often with a deposit down... And then you are getting the watch sight unseen. If the watch is at the main US distributor, they should be able to get it in for you pretty quick, but if the watch needs to be ordered from Switzerland, you might end up waiting a while. Certain styles are in high demand, with a low production so these dealers will have a waiting list... And if your local dealer is not up in their sales performance with a particular brand, the manufacturer will often divvy up their high demand watches to their best-selling stores.
Authorized dealers should have more information at their disposal from the manufacturers, but that does not mean they absorb it. Nothing can beat having a great in-store experience where you ask a dozen questions, and the salesperson honestly and knowledgeably answers all of them. That is what you should expect when you go into these stores and pay retail. However, salespeople are often on commission, so honesty can get left to the side, or they'll just make something up if they don't know the answer.
To find authorized dealers in your area, check the manufactures website. Some brands have very few stores in the states.