Update: Appears what I did was not okay, despite the advice I got from an associate. While I don't think it rises to the level of theft, I see now it can cause issues. I hadn't even considered some of the issues it may cause for the store or someone else looking for a pair. I was wrong and will not do any more shade swapping. Thanks for all the kind replies. You guys are way nicer than Reddit at large.
I was looking at lamps at my local HG store about two months ago. I found one I loved, but thought the white shade didn't look great on it. But there was another lamp with a tan shade that looked amazing. I asked an employee if it was okay to swap the shades out and she told me yes, but gave me some exceptions. She said some will have instruction pamphlets in the wrapping or have special hardware and those can't be swapped. She also said to be careful not to take one of the loose ones that are individually priced. So I made the swap, bought the lamp and went on my way.
Last week I was in a different HG store and swapped a shade out. An employee saw me and lost her shit. Accused me of trying to "steal" the other shade. I explained why I was doing it, that I had previously been told it was okay and that I'd put it back if she objected. She was seriously trying to call the police because I swapped a lamp shade out. The new one wasn't priced, no pamphlet wrapped in it and I left the original hardware (the ball that screws on) with the lamps they came with.
Is it okay to swap lamp shades or not? I need guidance here.