The Motorcraft oil you were supplying is only a small step up from fully conventional oil anyway (unless you somehow found the FULL synthetic Motorcraft somewhere?
), AND your engine is still breaking in/'seating' as well, so, no harm, no foul (UNLESS, like Kazz above said, they charged you EXTRA for the service).
The filter (yes,
even the 'Orange Can Of Death'!), should be fine for 500 miles, and the top of the line Frams (the ULTRA series) are actually one of the BEST filters out there right now, although I am sure they used one of the lower models (probably the OCOD mentioned above) on your change.
But yes, IF it bothers you enough, and your pissed off enough about it, go there and DEMAND them to install what you requested FOR FREE!!!
As others have said, THIS is WHY I do my OWN oil changes, and anything else I am capable of doing for this car.
But I DO realize that NOT everyone has facilities to do this, or is even
allowed to do automotive work on their own property due to HOA rules (even IF they possess the tools/skills), and it is either go to a quick change place, or repair shop, or don't get it done at all.