It's really interesting. My wife and I have done lots of painting at our house over the past year and we never get exactly what we expected. Most recently, we spent a long time selecting a light gray, which looked very much gray with a group of other grays. Then we painted the first portion of wall, stepped back and both said, "well, that is blue".
I'm guessing you looked at the paint in the shop under artificial lighting (which is more orange - making blues look more grey), then painted it in your house where there is more bluer daylight!
Always buy the extortionately priced test samples. It's worth it!