There is nothing to stop you cancelling the order, if you need the money for something else I would cancel them. At the end of the day, who is more important you or the bike shop.
This is why i asked on here.. .because as with distance selling regs etc we as customers often send things back, hell, i come home to bags and bags of stuff from Next for the wife and boy, but she only keeps 1 item, the rest go back. Same as if i buy motorbike/bike parts that are not quite as i hoped etc, so i was asking you lot to see if you felt it was acceptable. The consensus seems to be no.
The LBS has been excellent over the years, great comms, great work and great prices on wheel truing and headset stuff, which are the only things i use them for. So the last thing i want to do is it P*** them off and turn them from a friendly LBS into a place i cannot go.