Again, that depends on the chin. Some don't mind being woken, some will give you the famous "stink eye" and won't want anything to do with you. I have some chins that don't care if I wake them up, as long as they get either playtime or food. And other chins that seem to think I have no business waking them up, no matter what the situation. I have yet another chin that would rather me wake her up than not, she loves any type of interaction, no matter what time of the day. It just depends on this chins personality. He was most likely scared and nervous being woken up, you have to consider everything he's been through. Being taken away from his mother, and either shipped to, or dropped off at this store, left alone in a tiny (most likely aquarium) cage and only being woken up to be held by another stranger who, more often than not, has no background in chinchillas, and may not even know what one is. He's probably been poked and prodded, handled wrong, given low quality food, plastic in his cage, and absolutely no free time to run around and just be himself. I'm assuming they didn't have him in a chin cage, most pet stores keep them in aquarium-like cages, like they do with hamsters, guinea pigs, etc. The store employees probably had no idea what they were doing, or the proper ways to handle a chinchilla.
Once you bring him home, and he settles into his new home, he may not mind being woken, as most chins learn to deal with it. My guess is that nothing good has come of being woken up in any of his previous homes.
*I also want to add that it may have been the way he was woken up. He may have been disoriented or scared if they just reached in and grabbed him while he was in the middle of a nap. You would probably react the same way if you were on display, and finally managed to fall asleep, only to be nabbed by a pair of hands many times larger than yourself.