Very disappointed with the customer service here. ...

Very disappointed with the customer service here. I tried to exchange an item that I purchased less then three weeks ago. I unfortunately did not have my receipt, however, when I made the original purchase I was practically forced by the employee to give a lot of my personal information for their database ( address, postal code, phone number etc). I also told the employee that I have the time and date of the purchase. After twenty minutes of two managers discussing the situation with one another, I was told they could not do the exchange because I did not have my receipt and could not prove that I purchased it. I was willing to show multiple IDs to prove that I was in fact who I said I was but, I was told it was not good enough. I am aware that having a receipt for a return/exchange is a common practice, but I was shocked that they were not willing to exchange my product even though they had so much of my information that could have been verified if they looked at my ID. What is the point of taking all my information down? Good customer service is making rational exceptions and not always "sticking to policy.". If I had no receipt and you guys had none of my information... then I could see how I am in the wrong.