Each betta has its own individual personality, some bettas are nicer than others, and some bettas are just the meanest little snots you have ever run into. Some of them will never get along with other fish, even if those other fish are species that are normally considered okay for bettas. They really are just like humans. Some people get along with everyone, some people get along with certain other types of people, and some people just hate everyone and want to be left alone in their own corner.
I find the generalizations about certain fin types being more aggressive than others to be largely false. They all can be aggressive, it's really more like who is going to hold the grudge the longest, and who is the fiercest when it comes to attacking - and that title goes to the plakats.
If you don't want to keep him individually (which would be best if he's demonstrated he's not going to be fish-friendly) then yes, see if your store has a return policy on fish, or an exchange policy.