That's definitely fishy! In theory, they should just leave the mystery gift machine on when they're open, so that (theoretically, at least) you wouldn't even have to go into the store to download it. I have only had to ask a store to turn theirs on at all once, in the shiny Johto legendaries mystery gift before Black/White came out; every other time I just go in, ask to be sure, and then download my gift. (Sometimes on two or three games, too!)