Carnival Cruise Line Confusion

Edit: I’m USA based. Cruise was Miami to Bahamas.

I was just on a carnival cruise this past week and bought a Rolex at one of the shops on the cruise itself, not while in port. The guy kept saying it’s duty free. When we got off the cruise this am, we got flagged, pulled and told we needed to pay the taxes. We explained how and when we bought it, the guy at customs was pretty stoic and wouldn’t let us leave until we paid it. I guess I’m just confused at this point and don’t know who to complain to , or if I can at all?

Thanks in advance