Yes, I would look for them.
Yes, I would care about them.
Yes, I would return a set, but probably only if it had more than 2 dead pixels. Or if for some reason, they were very noticeable. But sitting 8' away and if I didn't notice them and if I was otherwise satisfied with the set, then no, I would not return it.
The sets are never perfect. You always have to accept some shortcomings. We compromise by accepting less than perfect contrast, less than perfect motion, if you don't get it professionally calibrated, then less than perfect colors. If I had a set with which I was satisfied with the uniformity, a lack of flashlighting, no particular clouding issue, but it had a couple of dead pixels which I don't notice from my viewing position unless I strain to see them, then I'm keeping it.