Caroline,
First of all, happy birthday! I am really sorry that you could not get your iphone today. However, it is not only an Mtel thing. Or a Bulgarian thing for that matter. Usually I am the first person to criticize Bulgaria, but in this particular situation, I have had very similar experiences both in the USA and in France (well except for the part where you weren't allowed to touch the phones...)
In the US, as a foreigner with a newly obtained credit card, I could not open an account with most of the providers because I did not have credit history. No matter how much money I was willing to pay in advance, I still could not become a client of AT&amp;T for example. Nobody cared that I had a good job, or that I had a visa for the next 3 years. Finally, I managed to open a basic account with T-mobile for which I had to leave a $300 or $400 deposit for a year. 
In France, the situation was even more bureaucratic. From the moment I entered the country, it took me a month and a half to get a cell phone. I first had to find a residence and get a bunch of documents to prove I would be in the country for a year. Then I had to open a bank account. Then I had to wait for 2-3 weeks for my bank to send me a check book so that I can leave a check for the mobile provider. Finally, after 3 futile trips to the store, I managed to get a basic phone.
So in general, I believe all foreigners face similar issues no matter in what country they live. Obviously it is quite annoying and bureaucratic, but my advice would be to stay positive and go back to get your birthday present :) Don’t let such things discourage you. Good luck!