I have done a lot of melodica tuning, Weiyan, and do not think it’s a big deal tuning from A444 down to A440. The amount of metal having to be scraped off the reeds is minimal within that range. It takes some time, but probably less for you as a piano tuner. From what you have said, I would definitely not return or exchange the instrument. I would tune it down to A441. I think think that after tuning and playing the M-37 for a while, you will enjoy it and will not regard it as a toy. It is a very nice instrument. If you could exchange for an M-32, though, you might find it easier to work with.
Welcome to MelodicaWorld, by the way. It’s good to see a piano tuner here! I will be very interested in whatever you will have to say about tuning the melodica. I recently had my Yamaha baby grand tuned and had an interesting conversation with my tuner about my melodica tuning efforts.