Do you think I got screwed, or is it just part of the hobby?

Wow, doesn't sound good, but at least you have an idea.

I made that mistake on my first race motor, a 340, that I used only a single set of used wrist pin keepers.

Pulled the pan off the motor with it still in the car, and could see two ugly grooves worn in the cylinder wall.

Since you bought all new stuff, I doubt they used used lock rings, but they might have left one off.

I recommend pulling the pan, and take a gander at number one cylinder wall.