Rejecting the car would be a very unlikely option to be honest, and not favourable for you or the retailer in question (wait times, costs involved etc).
At the end of the day mistakes happen, but I think its how the mistakes are handled and rectified that makes all the difference and if they have done everything they can to sort as quickly as possible, sorted the new keys and swapped over the required parts/locks etc and its as it should be thats all you can really ask for.