I think it would depend on how you like to wear your jacket, and the weather. If you need to zip it up for warmth or protection from the rain, I'd take it back.
It would also depend on how much it cost. It it didn't cost much, you might keep it anyway just to wear open every watch in a while when it worked for a certain out.
I don't like having jackets that don't close, myself. I have a winter jacket that it bit too small but will just button up one button so it is flopping around me. I'm routinely throwing balls for a dog, and a flapping jacket would annoy me.