[wideputin]

Update: So the SE failed and they just sent me an email saying this:

We have received an update regarding your enquiry. Our carrier has completed the requested investigation, and no further action will be taken by Apple.

Can I still return the product back to Apple? Even though I said that the watch face didn't come with the box?

I would have pushed further. Usually you can circumvent this by simply requesting a call with a higher-up/manager. They can process the refund for you.