Is it illegal for a customer to test drive a dealer vehicle without the salesperson in the car with you?

I've been told this by a few dealers. I've heard mixed stories. Looking back, I find that the salesmen who rode in the car with me were also dealers who gave me that overall bad feeling. There's more pressure when the dealer rides for the test drive and I find it nerve-wracking test driving a car and trying to evaluate it with the salesman right in the car with me. I've been car shopping at 3 dealerships. The one that let me drive alone was a very reputable, well-known and respected dealership in the area and they let me drive whatever car I wanted with no pressure and allowed me the privacy to take the car out without them and evaluate it without their sales pitches coming from the back seat. I ended up buying from this dealer and I am happy with my purchase. I feel if it were really illegal, they wouldn't have let me drive alone. Is the illegal thing just something they throw out so they can ride anyway and push the sale further?