Paying for an exchange

I am disappointed in Cielo's online exchange policy. I bought two TEAL chairs (I know for a fact a selected teal - I also had my fiance standing next to me while I selected it). Two royal green chairs were delivered. I decided that I should maybe rather do the navy chairs, but while Cielo sends the wrong chairs, I should not have a problem exchanging it, right? WRONG. The exchange policy prohibits me from taking the chairs to Brooklyn Design Square for exchange. My only option is to pay R170 for this exchange for the delivery cost! The customer service consultant is copy and pasting generic email responses which leave you with literally NO other choice than to pay R170. I have never ever bought from a brand that makes you PAY for an exchange.