well, you are a grown up and should know what size shoes you take, so you cannot expect them to change them.
i suppose from what you have said they could as a gesture but they don't have to.
however, i would ask them nicely - or take them to another branch and not mention the outside walking - they will check the soles and if there is genuinely not a mark on them, then they will refund them, or, get someone eles to take them for you.
if this doesn't work i suggest going in and informing them that you intend to make a complaint to head office about the sales staff advising you on the wrong shoe size. it is there job to sell you shoes and most are trained to assist in finding the perfect fit, with those shoe size contraptions, she should not have interfered with your choice without taking a measurement first.