There is some mandate from corporate that they are not 'officially' allowed to freely sell anything other than the sport bands. A certain amount come into the stores each day and they are surprised as to which/how many they get.
You have to keep trying and find the right person who is generally in a helpful mood. They will need to check their iPhone scanner for inventory to make sure but I suppose it is luck of the draw.
I remember when I got my 42 mil milanese loop band at the soho store in NYC, when I was walking up to the register every employee eyed me as I paid for the item. Very strange, like I wasn't supposed to be able to walk out with one.