Apparently the box has a code on it that corresponds with the phone. They ended up using the code on the inside of my phone to make the exchange. I checked the new phone and compared it with the new box and the code is exactly the same. Why they gave me such grief is beyond me.
Usually the problem is that the retailer gets dinged when they return defective merchandise that's missing things (batteries, accessories, manual, etc). That's why I offer to only exchange what's broken. The clerk is just happy to not have to make sure everything is there.