That's certainly an option, if the shop will let you change it for one with some kind of surround for headphones.
Headphone outputs on a lot of budget AV receivers aren't that great. A decent £200 stereo amp can have a very good headphone output. With AV receivers though, there are many more components that take up a share of the cost, meaning the headphone output quality is going to some way down the list. After all, AV receivers are primarily amplifiers for speakers. Many budget AV receivers are not particularly musical anyway. That's when using speakers, let alone headphones. Marantz are one brand though, known for producing AV receivers that are quite musical in comparison to some other brands, even at the budget end.
Marantz's budget AV receiver looks like is doesn't have surround features for headphones though. So it may be a toss up of getting a AV receiver with musical quality or one with a surround headphone feature.
I'd take your headphones along and try some different brands out if you can. Get a feel for what quality you are going to get from the receivers that do have a surround headphone feature.