A good vendor would go over glass options but it is not a requirement and often overlooked. Sounds like the glass meets code and I assume you signed off on the order. I dont think you have much to stand on legally. If you are going to move foward keep in mind all low-E glass has an effect on visual transmittance . The best way to proceed is to talk to your contractor.

"Is it worth it to explore replacing the low-e glass without replacing the windows?"

I can't imagine that can be done cost efffectively.

"Do people think we are deserving of any sort of indemnification because they sold us a product that was not appropriate for our home location without letting us know what our options are?"

No. They didn't sell you bad windows.

I'd agree with the above. Its unfortunate that you are dissatisfied, however there is really no fault to be had with the company unless they somehow misrepresented what you were sold. You stated that you were uneducated on what the ratings meant, not that they weren't disclosed. You'd be surprised (or maybe not) how often sales reps are shut down when taking the time to explain the benefits and features of a product only to have the homeowner push them right into the pricing discussion. In fact, many folks don't even want a home visit at all, and there are companies who exist on the premise that they'll email you a price site-unseen. I'm not a fan of that, and I would definitely advocate for extensive discussion on these things, but an absence of that is not wrong per se.

Regarding the glass, two points:

1) 366 is not at all inappropriate for your area. In fact, its likely the best choice, and a "standardized" offering among window companies in your region.

2) Replacing the glass can be done without damaging the window, however as alluded to above it may be cost prohibitive, not to mention that it may reduce the overall energy efficiency and potentially not make as much difference as you would expect. If its an avenue that you want to explore anyway, I'd discuss with your contractor and view samples. At worst, I wouldn't expect that they would try to make much margin given the circumstances, so perhaps you can get it done near cost...

My best recommendation would be to give it a little bit of time, get acclimated to the change, and see if you still feel the same.