I would return it unless rubbing Coach leather moisturizer would take it off or make it less visible. I believe even if an item is on sale it should still be in perfect condition unless you were buying it in the clearance rack at the store where it might've been returned by someone else or got damaged from other shoppers checking it out.
Just return it. They will send you a new bag. That one is clearly scratched. It is not customary to receive scratched bags. No need to 'demand' a new one, they will help you. Associates are people too.