Technically, what he said to you is correct, but sounds like he was being economical with the truth. Ultimately, you can't trust advice given by someone who's selling you something. You've got to do the research in advance and ask on forums who aren't benefitting in any way from being economical with the truth, or outright lying.
A lot of the "expert only" fish means that they're almost impossible to keep well enough fed. I don't think these are among the most difficult to feed, but I'd want to see it eating in the shop before buying. If they either won't, or tell you it's already been fed today and won't be hungry, then I'd walk away.
Whether you return it or not is up to you. People buy mandarinfish and copperbanded butterflyfish in hope they can keep them alive, and some success while most don't. If you take it back, it'll be sold to someone else who'll likely have the same chance with it you've got.
It's a moral dilemma, do you enjoy the fish and do the best you can with it, or do you take it back in hope others do too and the LFS stops buying them in?
If you saw it feeding, then give it a go. A lot of wrasses are shy and will vanish for a while when you introduce it into your tank, so don't be surprised if you don't see it for the next week or two. Also make sure the tank is covered as it might jump out.