how do you tell if it is dyed?

[psuedo]

dyed corals are everywhere, and most stores would not take it back. The more reputable stores would not even put dyed corals in their tanks because they would want to protect their reputation. The stores that would carry them periodically wouldn't give you you money back.
A certain term comes to mind here, CAVEAT EMPTOR. Before buying the coral do your research on them, then decide whether you think it is dyed.