My local Mazda dealership are awesome, they just chuck you the keys too and let you go.
I've never had any issues getting test drives in cars, apart from two notable exceptions:
1. Evo 9, for the missus. They wouldn't let her drive it as she was under 25. We went to Subaru and they her drive the Impreza, so we bought one instead.
2. Esprit turbo, for me. Wanted the deal done before I tested it, which simply wasn't going to happen. Walked away and bought a 350Z instead...!
Some dealers just think you're not serious, so don't make the effort. Sometimes they're right, sometimes they're not.