Problem number two, people often believe buying from Apple will bring them more joy
I pre-ordered my 4S from Apple and it arrived on launch day. I ordered my wife's from AT$T and it was not delivered. I had to go to the AT$T store that night, wait around, cancel the order, and pay for it again. I was just lucky they had some left.
I'd say buying from Apple brought me more joy.
As to the OP's problem, I think it's silly they wouldn't just take care of you. If you buy an iPhone from ANYWHERE and it's under warranty, they'll fix/replace it…I don't see why they wouldn't do an exchange that you bought FROM THEM.