Foot in my mouth

This morning I called a local store to ask if they could help me with something I was looking for, and a nice lady told me to come in, and she'd try and help me out. When I got there, a man greeted me at the door and asked how he could help. I explained to him that I had spoken with a nice lady that morning who told me to come in to see if they had a few particular items. He checked the computer for the items, and they didn't have them, so he turned to me and said "I'm sorry I told you to come all this way and then I couldn't end up helping you after all." Wow. I was so embarrassed. Apparently the "nice lady" from that morning was instead this nice (albeit effeminate-sounding) man. Oops. How embarrassed should I be?