No, I dont think it's a problem. I know this is such a big deal for some people, but predators prey on the sick and dying. One sick mouse isn't going to hurt him in the long run.

If that store continues to sell you sick mice, I would look elsewhere or switch the snake to FT. I do believe that a higher nutrition food source is the best for your snake in the long run, and sick after sick/dying mouse just doesn't have the same quality as feeding home grown well fed mice.