Does a dealership really HAVE TO run your credit?

I'm shopping around for a new SUV. I'm not in a rush though and I have already been preapproved for a loan through my credit union. I literally just have to give them a check for the SUV from my bank. The credit union I have has very competitive rates and are ALWAYS lower than anywhere else due to it being a not for profit bank for educators. Dealership lenders have NEVER beat my credit union rates. The last 3 vehicles I have bought this way and it's been the quickest car buying experience. The last dealership I went to I did not have a good experience, quick but not very professional. I kept getting hassled into having my credit checked, I repeatedly said my bank always beats dealership rates. Explained the type of bank it was and still; they wanted to run my credit. I ended up letting them because I wanted to get out of there with the SUV I wanted. Is there a law that says they NEED to run credit if pre approved for outside lending? I get verifying identity due to vehicle theft butrunning credit? Idk.