Firstly, that sucks. Sorry to hear you had that experience. Some things in the game are dyeable and some aren’t. Not sure what makes that decision, and they certainly should have a disclaimer before you buy it.
However, there are ways to check next time you go to buy an item! What I do is go into the marketplace and search your item or find a person in town wearing the item I wish to purchase and inspect it! It’ll tells you if its dyable.
Although I doubt they’ll refund you for buying the item, I wish you luck in your journey.