Definitely take them back, Charlotte - and show that tag to the Nursery manager too! Very few employees in box store nurseries know a thing about plants but the nursery managers usually do. He/she will see your point and may see fit to pull the plants from the shelves and send them back. Btw. I love shopping at the box stores on Saturday evening. Usually everyone's gone home and you have the place to yourself. (but the manager may not be there) Lowe's and Home Depot have different policies on returning plants to wholesalers. Home Depot returns a lot of plants to their wholesalers but Lowe's will put plants on the clearance rack instead. We don't want that to happen either. IF the wholesaler gets a whole load of plants back because of this mistake, they will not do it again.
On the bright side, at least they told you the plant was treated. Probably lots of plants we buy have been treated with the stuff by the wholesale nursery and they just never tell us. I'm guessing the hoopla over neonic's has forced them to this disclosure.
I have the tropical milkweed, and another type as well here, but lucky for me, they seed themselves here so I don't have to worry about any nasty stuff on them. The butterflies don't seem to care, they devour them all and most of my plants are just bare stems right now.