I’ve been told by sales guys that they will talk to their sister dealerships (they often share CRMs) if you try to pit one against another. So if 2 nearby Audi dealers are part of the same auto group, they may very well know that you’re trying to work them.
Every dealer wants the last shot.
For those folks who are upset some dealers do not honor their claim of, “we will beat any deal you bring in writing,” I am surprised that you are surprised.
If you give them last right of refusal, they’ll beat it or they won’t. Either you get a better deal, or take a deal in hand that is already solid in most cases, because the dealer you gave last shot to is not willing to take the same kind of loss. Their guarantee of beating any quote in writing…there’s no way to actually hold them to that. They don’t have to do anything they do not want to do.
After finally getting a deal I felt reasonable, I emailed the other dealers back thanking them for advising me to go to the other dealership to give them my money. I’m sure they enjoyed that. 
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You’re not hurting anyone’s feelings by doing this but personally I stay away from those kinds of actions because you never know if the dealer that didn’t want to do your deal this time may be the one you wind up going with the next time you’re in the market.
When shopping for a client outside my circle of friendlies I still make it a point to be as pleasant and likable as I possible even if their response is nothing short of rude: If I feel they genuinely tried to meet the numbers I requested I’ll often send them a small gift for taking the time to entertain my proposal. Little kindnesses go a long way!
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