With video evidence, Wildberries will have a much harder time refusing you, so record the unboxing again with a witness if possible. Film from different angles so the box's condition and the screen defect are clearly visible. This will protect you if the marketplace tries to claim you broke the phone yourself.
As for the money - yes, by law you have the right to demand a refund rather than an exchange if the product arrived with a manufacturing defect. But Wildberries really does love offering a replacement first. If you don't agree to the exchange, write to support clearly: ask for a full refund. The marketplace should cover the return shipping itself if it acknowledges the defect - that's part of their obligations. Don't pay anything out of pocket for the shipment.
On my end, I'd note: if you do agree to an exchange, check the device before confirming receipt. Open the package carefully and turn the phone on right away. Send screenshots of the receipt with the time and date - it'll help if something goes wrong with the second device too.