Dollar General complaint: Who keep a package that an item came in

Purchase Wireless light with batteries. ..throwing package away did not have a need to use it until that night… That night when turning the light on it would not work check batteries and they were corroded over with batteries acid. Had to go purchase another one ( which was an inconvience) that night. Next day put it in the car with the receipt. When going back to town a few days later took it back to $ general. I went and got another one and explain what happen …Store mgr did not want to exchange it because I did not have the package it came in. I told him I did not want a refund just exchange he said their policy was if you did not have the package in came in they could not do anything I explain I had my receipt …but he said he needed the package ….This is bull who keeps packages things come in ? it would have been same differment if it had work for 2 days and then did not work who has $6 to throw away or give to them for a product that did not work. Please explain this