Of course not: your request was very clear, you asked for a tail light for a Birdy with hub dynamo to work together with the E3 Pure (and you even bought simultaneously, the front light and hub dynamo wheel from the same seller). You installed the 12V tail light because it looks the same as the 6V, you couldn't see that it was the wrong model.

Since you also bought for them the front dynamo hub wheel and front light, the shop cannot claim that your demand wasn't clearly a 6V tail light, that you could have asked for a 12V tail light.

The requirement for an unused, unmodified product to return a product is only applicable if you ask to exchange a product because you changed your mind (this is also a right in the EU, a customer has the right to return any product bought online within two weeks after receiving it, in this case the product must be unused, unmodified, undamaged).
But this is not your case, the request for exchange is because they shipped and you received a wrong product.

So, the shop is responsible and the fact that you installed the wrong model sent by the shop doesn't change that.