the store's fine print is usually weaker than it looks. i've seen people get refunds on all kinds of stuff just by pushing back a little, and the "opened box" line almost never holds up if you haven't actually used the thing.
your consumer protection rights typically kick in around product defects, misrepresentation, or fitness for purpose - and those don't care whether the box got opened for inspection. opening it to check the contents are there is basically due diligence, not "using" the product. the key is that you didn't plug it in, test it, or actually operate it. that distinction matters a lot legally in most places.
try contacting the store directly and explain you opened it only to verify everything was included. if they still refuse, check what specific consumer laws apply where you live - most countries have return windows that override blanket "no returns on opened items" policies, especially for unopened/unused goods. if the appliance turned out to be the wrong model or had something missing inside, you've got even stronger ground. don't just accept their policy as the final word.