High-level review - You were measured in a store at 9.5, measured yourself as 9 and ordered an 8.
The why could be answered by where the widest point of the last/boot is going to be on your foot on a size 8 boot compared to a size 9 or 9.5?
Worry, well wearing any boots that are incorrectly sized is generally not a good thing.
Do you feel any discomfort, rubbing or feeling that there is a lack of room in the boots ?
Try ordering several pairs from an online source that...