The iPhone 5 I got from Best Buy had scratches out of the box. Immediately took it back to Apple for a new one. It really is unacceptable for merchandise that's supposed to be brand new.
We obviously have different opinions of what is acceptable.
If I was buying some fine china or artwork, then yes scratches/damage would be a problem. But a smartphone is a tool that's supposed to be used, not admired. Scratches and minor cosmetic damage doesn't impede on the device's ability to function as intended, so there's absolutely no point in exchanging it IMO.
If you swap it and get a device with no scratches, scuffs or blemishes, that won't make the device work any better!