According to the website, "catalog and Internet purchases can be returned or exchanged at any nationwide Camping World SuperCenter".
This sounds more like a single store not wanting to follow the company policy rather than the OP making a mistake.
I had a similar situation with Ace Hardware - the store said they couldn't refund me because their computer system couldn't do it. I stood at the counter, called the online customer service line, and handed the store clerk the phone so they could fight it out. I got my refund.