Thanks all. I always check a gun after its been handed to me, even after the scenario I initially described. I guess I just wanted to make sure I wasn't breaking some sort of unwritten gun store rule.
It's much better to be safe than sorry. Always, always treat the gun as if it loaded.
Maybe it was a test... you might have failed if you didn't recheck it.
Never be afraid to follow the safety rules. If someone says something derogatory about it, tell them to pound sand and take your money elsewhere.