Thanks for your input guys. I told the dealership exactly what you guys said, I'm paying in cash. I told them I can use my private loan for better rates or I can sell my assets from my investment portfolio to get cash. They said no, and insisted on asking me to run my credit. I asked them what pricing they can offer me for paying in cash. They were not taking me seriously, and they said I will have to pay MSRP. I sat there negotiating with them on pricing for 15 minutes, they asked me a bunch of questions (like my debts, income, and credit score) and yet insisted on running my credit, even though I clearly demonstrated to them that I can pay in cash. After another 10 minutes of them saying no, they told me again that if I would like to go through the deal, I would need to run my credit, or else I'm paying MSRP. I told them no, and told them I'm leaving and not giving my business to them if they are not giving me a deal on paper. They said okay, and I just left the dealership empty handed. Then I told the scheduler to cancel my shop because the dealership doesn't want me there again.
I asked this same question on Reddit, and I got the complete opposite response of what people are telling me. They told me to run my credit to be seriously considered for pricing. I told them no, and I got downvoted to oblivion.
So what should I really do next time in the future?