Can you not post the dropper back to them? Or even better, ask if they will post you a replacement with a view to sending the old one back on receipt of the new?
Admittedly, I too would buy cheap from an online retailer however things like this are the chance you take for the saving. Guessing the local dealer of which you refer, I’m sure they would be helpful to get it sorted, but doubt very much that it would be a cost free solution.
As a comparison, if you bought a pair of shorts from CRC in their sale for tuppence and they were the wrong size, you wouldnt take them back to a local independent bike shop for a refund. Ok, stretching the point a bit, but bikes are just a commodity and maybe it is just cars which are the exception.