Financing will require the dealer to handle the state requirements (title, reg etc.) of the state the buyer is from...usually through a broker.
Most financing companies would provide a check that you can use as if paying cash, so no 'broker' needed (most of the times you can get a better deal on your own, since dealers like to get kickbacks). And if your state requires a physical inspection, it'd cost a lot of $$$ for a broker to do that anyway. Then you can register the bike in your state, which is cake. After the state inspection, you just need proof of insurance and a DMV office to register the bike (and dealer invoice, of course).
And yes, if you want a great deal on a purchase, you'd get creamed with a trade. Can't have it both ways
. Better to sell privately indeed.