Any LQS shop I've been to has batting in both bags and rolls. The bagged stuff (like Quilters Dream) is specificly cut (crib, twin, queen, king). Stuff on the roll (like insulbrite, warm and natural) will often come in sever different widths and can be purchased by the yard.
I think your shop was out of place to make you feel uncomfortable like that. They should want to keep your business, not drive it away.