Actually returning both of them is exactly what I could have done. The Microcenter I know doesn't ask questions when it comes to exchanges, they're pretty robotic about it.
And I could've avoided the diagnostics and just had Microcenter do them in the first place, if I'd known about them at the time. After tons of troubleshooting and a new mobo I finally suspected it could be the CPU, and went to the Microcenter service center; they were skeptical when I told them I thought it was the CPU, and surprised when that turned out to be the case, but they confirmed it. All for a measly $30 and about an hour of waiting - and it's fun to wander the store anyway
Also Microcenter is pretty huge with a diverse selection including tons of niche stuff, the Q9650 is the first thing I've seen that they didn't carry, which is why I was surprised. And I wouldn't call it a niche product anyway.
I learned the hard way that buying stuff like this retail, when available, is just superior for me personally. So I hope they eventually carry it in the next few weeks, when I plan to buy. If not, I'll have to order it online, which is hardly terrible (unlikely that bad CPU lightning would strike twice) but certainly not preferred.