I had a similar experience. Got the text from AT&T earlier, called my local corporate store to confirm they had phones in, which they did, so I went there to trade out my phone before heading to dinner. I bought mine at Sam's, but was fairly certain, based on what I've seen here from numerous other people, that I would be able to trade it out, no problem, at the AT&T store.
Walked in, only one other group in there, and an employee was free, so I'm thinking this should be done quick. Walked over to him, told him I wanted to exchange my Note 7 for one of the replacements, and he looked at me like I was speaking a foreign language. I then pulled out the phone and handed it to him, and got the first indication that he didn't know why I was there when he immediately turned on the phone. Maybe I'm wrong, but with the whole reason behind the recall, I would kind of assume you would want to keep it off.
He started to go through getting my information to start the exchange, and he was looking at some screen and asked me where I bought the phone, told him Sam's, and he said he needed to call someone. Went in the back, came out a few minutes later, and told me I need to go to Sam's and that they would have "procedures" in place, whatever that means. After attempting to argue, showing him the text message I got and all, I gave up and left. The store was suddenly full of people, so I wasn't going to be able to get someone else to help me, and I was on my way to dinner, so I didn't have the time to mess with it. After going out to my car, I saw the guy that "helped" me come out and get in his car, so my guess is not only did he not have a clue what I was there for, he also was trying to get me out of the way so he could leave.
Not very happy about how it went down, I didn't have time to do any more messing with it today, but tomorrow I might call Sam's and see if they have any and if they do if they'll let me exchange it (they've been a little unclear on that aspect) and if not, I'm calling AT&T Customer Service and seeing what I can find out.