How is it wrong to send my personal shopper? How is it wrong to have an agent act directly on my behalf?

It's like saying a web browser that is customized in any way is wrong. If one configures their browser to eagerly load links so that their next click is instant, is that now wrong?

Here's a good rule of thumb: if you have to do it without other people knowing, because otherwise they wouldn't let you do it: chances are it's a bad thing to do.

if you send your personal shopper to a store, and the business is... closed for business, or refusing you entry, and you just... go in anyway.

that's called breaking and entering, and generally frowned upon -- by-passing the "closed sign".