Unless the grips are lock-ons (which you'd most likely need to buy aftermarket), you can usually get them to rotate a bit if you crank on them.

I highly doubt the shop is trying to deceive you. Pedals often don't come with bikes. Even a few times that I've seen cheap pedals listed in the specs, I went to buy the bike and had to buy pedals separately. No big, the pedals that would come with it are cheap and not even worth using. Invest in either clipless or a good set of pinned platforms, you won't regret it.