What do you do?

I have been using Mr Color paints almost exclusively for a few years now.

You could have added some Mr. Color Thinner or Mr.Color Leveling Thinner and it would have been just fine.  Mr. Color paints come in thick concentrations.  You typically have to thin it at ratios higher than 1:1 anyway.  They usually don't come from the store "gummy" but I have old jars that have become "gummy" and thinned them down with no issues.

I'm not saying that you were wrong to return it but for future reference it would have been ok to thin it.

I've never bought Mr. Color but I've had the same happen to other brands.

What bites is when you don't open the bottle for weeks/months by which time the receipt is long gone or past the return period.

The hardest to judge is spray cans. I bought some Trumatch  for stockcars at the LHS, and it came out like silly string. #29 purple. It eventually came out ok, and sprayed great, but it gave me a heart attack.

I do that as well, This was one of those days I forgot to. At least I got another in exchange.

Punt.

Had that happen to me once. I open them up to check them out before buying now.

I would return it. You could just eat the loss ($$) and do an experiment with the thinner but then would you really want to use that experimental mix on your model?

Sure wouldn't hurt to try and rejuvenate the paint, and test it out on a scrap piece. I wouldn't pay for it though.