MD Automotive

I am a 19 year-old college student first time car buyer, I was so excited about buying my first car because I am tired of sharing a car with my mom. I found a car that was in my price range at said dealership, I put $2,000 as my down payment. The dealership took it and processed papers, but I only signed one piece of paper. I changed my mind last minute because my mom had already found a car for me that had a great deal and even lower car note. So I changed my mind about the car the I chose at MD Automotive LLC dealership, so I asked for a refund. I wanted my $2,000 back, this is when they said "NO". Put it in mind I have not left the dealership before that, I have not taken the car out of the dealership lot except for when me and the car seller took it for a test drive. I called my mom telling her that they would not give me back my money, my mom said that they could not do that since I have not left with the car out of the lot. My mom called a couple friends and they all agreed that they can not tell me that I can't have my money back. I left the dealership WITHOUT the car, and told me to come back Monday, March 16,2020. My mom and I went to Northshore Toyota in Covington. I got the car that my mom was looking at, even that dealership said that MD Automotive could have given me my money back when I asked for the refund. This all happened on March 14,2020 before noon. MD Automotive LLC is a roadside dealership that I found on facebook. I just want to know if they were doing business correctly, for not giving me my money back after I asked for a refund from something that I did not take home.