They come outta the shelter a little disheveled. Our last had gnats. Took a few days to get her cleaned up.
Our current cat looked pretty good but had some major hidden health issues we learned about in the following weeks. The shelter did offer an exchange or refund although it wasn't real gracious, but we didn't have the heart to toss him back after he had settled in so quickly (he "owned the place" immediately after leaving the cardboard carrier... it was like he had been born and raised here).
We dropped a big chunk of money on him for some major surgery that was mostly successful, but he will always require attention. He's family now, for better or worse.