i don't know much about peonies, but i think they add flower inducing hormones, so that you are enticed to buy a plant even thought it is not mature yet. this will take a great toll on the plant...
however, if i was in your situation i would be too curious to see the flower, maybe you can cut one and leave the other. you also want to consider that the flower bud might die later before opening, happened with me many times. how big was the root?? was it better than what you buy from online nurseries??

I have never heard of bloom on a peony being a bad thing. If it in fact does bloom I would be grateful and enjoy it. It has a long season after blooming to feed the roots. Al

I agree with Al. Some growers even make certain there is a blooming size bud on their plants when they ship so the purchasor will know for certain that they received the correct plant. Peonies are not like strawberries or some other plants that supposedly having a bloom the first year will sap the strengh of the plant.

Even though the leaves are very small they will fill with fluid and become larger.

As far as strawberries, the old thought of not allowing to bloom the first year is being discarded for the home grower.