Just return it. You'll feel better.
Or ask to speak to a supervisor, as was already suggested. Squeaky wheel gets the grease etc.
And later, when the email comes, asking for feedback on how the service was, be simple but direct with comments, not emotional.
Something like,
"I was specifically told that bare, unprotected metal was acceptable. Based on my long experience as a Weber owner, and also based on some anecdotal evidence shared by other long time Weber owners, I know I was lied to."
Remember, their legal "out" is the rust-through aspect. Even a completely unpainted, rusty grill won't rust through for years. It's the short term appearance they've apparently decided is the first casualty of a marketing fiasco happening.
But yeah, orange peel, some overspray, some missing color under handles or sockets, NOT a problem.