On some level, I understand why people get worked up when they buy shell Aldens with try-on creases. They are damn expensive shoes now, and you want 'em to be perfect. On the other hand, they are shoes and will be creased as soon as you wear them anyway.
I think my strategy, if it happened to me (and it never has-- 40 pairs into it), would be to ask for a break on the price. But if the store said no, I would just keep them.