Most of the time, even if you report it to the District Manager, nothing will happen. And I usually find that if you're polite the entire time, it works better than calling the credit card company in the store. The last time someone did that to me, I didn't try really hard to help them after that. Usually if you're very nice and just calmly show them the policy on the back of the packing slip and say that you dont' want to be stuck with a defective game and that the nearest EB is 45 minutes away, they'll be cool with you.
The meaner a customer is to me, the less help and sympathy they get from me. If a customer is really nice and cool to me, I'll make small exceptions like let them return an unopened game like 18 days after it's been bought or something or I'll actually take the time to look through every single transaction that occurred on the day they bought the game if they lost the receipt. To rude customers or pushy customers, I'm just like "too bad", lol.