Odds are Coz never saw the exhaust...it was probably drop shipped. Even if that wasn't the case, Coz didn't pack the exhaust so how would he knowingly send you a dented exhaust?
You screwed yourself by installing the damaged piece. Who's to say it didn't get dented during installation or while driving?
Damage during shipment happens sometimes. I bought a radiator from Coz, and it arrived damaged. Common sense prevailed, and I didn't install the part while waiting for a new radiator. Everything worked out fine.