I think it's common for merchants to implement a "no-return" policy on ammunition. While there is no law that I am aware of that mandates the policy, I think it makes good business sense because of liability issues. Someone could tamper with ammo and make it unsafe and then take it back. Why someone would do such a thing is beyond me, but it has happened with some consumer products and other innocent people were harmed. A tamper-resistant seal works fine for Tylenol (as far as I know), but how could an ammunition manufacturer or merchant protect themselves and the public? Ammunition is one of those things you don't want on your shelves if there's any question of safety...peoples' lives and limbs are at stake.
By the way, I feel the same way about nickel-plated brass. The subject is great fodder for a never-ending argument. I'd suggest making it available for a face-to-face sale at an attractive price. Take a $10 hit, then shop for some ammo that suits you. Or, shoot it up and collect the brass and sell it. There are websites devoted to component swapping and selling.
I know none of my suggestions will soothe your ire, but sometimes there are no options available for you to get exactly what you want the way you want it. Take another option, move past the incident, and forget it (easier said than done often times, I know!). Life's too short to stew on these things for any more than a day.