In the right sized tank I keep multiple female bristle noses without issue mainly because they all have their own selected hidey holes. They even have a male with them and still no issues with aggression. Food also gets scattered in the tank so there is no fighting or argie bargie over choice foods.
In a seperate 4ft tank I have a breeding pair of bristle noses and the only time the male will show agression is if another mature male is put in the tank with him and his girl. The agression is only ever directed at the other male, never at the other tank inhabitants which is a really good thing.
And just for the record when a male is wanting to breed and show off his nesting hollow he will persue the female but not to harm her, more to guide her to his abode. I never take the females out while the male is guarding his eggs and the females even stay with the male when the fry are out and about looking for food.
Mum with her bubs
So Tarkmalbot, if you are happy to keep the male in a sperate tank he will be fine and claim his own territory. If you chose to return him to the pet shop then that is entirely your choice, and well within your rights since you did want a female. It can be really hard getting either a male or female BN ( depending on what you want), I had to buy 5 or 6 Juvi's and let them mature until I had two pairs. And getting mature fish usually also means a higher price tag.
Just remember if you do get a female male sure she has her own private little hidey hole where she feels safe, males and females may live together quite well but they do still need their seperate hollows.