Buying Rolex in cold hard cash

[ucancallmex]

Hi, I have stayed frugal and saved up a few years to buy the watch that I really want. Now I am at a point that I am ready to pull the trigger.

I saw the watch that I want in some Jewel shops in Canal Street. They seem legit, they sell other high-end jewelry and watches like PP and iced out AP etc. One of the jewelers offers me tax-free if I pay with cold hard cash. New York tax is steep. Is it dangerous for me to pay cold hard cash? I mean in case, the watch turns out to be super fake, will it be harder to resolve the issue because I paid with cold hard cash and there is no transaction history? (I am not accusing that the watch will be fake) I think I should be more cautious and ask your opinion on the forum.