Upon calling them they would not stop the order "since it already went to their shipping department".
What probably happened here:
Cabelas is/was using a computer system with decades old back end(or several other IT problems). As foolish as it seems they may literally have not been able to reverse the order. I have worked with insurance companies with similarly dated computer systems. If you go in and try to change things manually before they process(usually in the middle of the night) you can cause major problems.
Did they pay shipping?
Never had a problem with Cabela's customer service being unreasonable and I have ordered from them a lot. I have one of their re-branded scopes where I lost the little cap over the windage adjustment. The process for any sort of service on them was to mail the scope to Cabela's then Cabela's shipped it to the manufacturer who would fix it and send it back to Cabela's who would send it to me. A TON of shipping for a non-fitted piece that probably cost less than a dollar. I am sure it was in the contract with the supplier and it made sense to protect the original brand name. Aggravating, but entirely reasonable.
Their prices on the other hand...