Absolutely OK to ask. Most piano sales people are willing to bend over backwards to make a sale happen. They may think that being nearby, available to answer questions, conveys support. Just ask for some time alone to plink at the instrument. "Thanks so much for your help so far - is there any chance I can have a few moments with the instrument alone? Or would it be better if I returned another time with an appointment?"
Most of the best dealers I've worked with know that pianists are funny creatures and often want privacy. The best dealers are available to answer questions, and quietly scoot away without being asked, returning every so often to see if you have any questions. The worst will hover and continually talk / pitch at you while you're trying to play... I had an encounter like that a few weeks ago. I was thinking to myself, "I'm trying to buy this 6-figure piano from you, can I please just have a few seconds to listen to the piano without hearing you talk?"