Those who are picky get more value out of their purchases. If you don't care about what you're buying, why are you buying it? If you aren't satisfied with the item, why don't you get your money back? Pickiness is thriftness. The picky get what they want, get more value out of it, and teach sellers to respect customers.
Some stores reward finicky customers. For example, if you go to Starbucks and aren't happy with the coffee, tell them. You paid a lot for the drink and are hoping to get a lot out of the experience of drinking their beverages. When they don't satisfy you, and you tell them, they'll give you another drink or a coupon. If the suit you bought doesn't fit right after you take it home, be picky and bring it back. Don't keep something unless you're satisfied with it.
Putting effort into a purchase is an investment in the item your purchasing. The return is much greater when you're truly happy with that purchase. For example, if people overpay for a hair dryer and it doesn't perform the way they'd hoped, they'll constantly be reminded of this everytime they use it. When you're picky, you return these things without second thought.
Pickiness also teaches sellers to respect buyers. When you're not satisfied with an item or service and get your money back for it, the sellers loses the profit and any expense that went into the sale of the item. This is a powerful feedback loop that teaches the seller that there are costs associated with not satisfying a customer. The caveat is that for this to truly teach the seller to respect the customer, the seller must know why the customer wasn't satisfied and understand that this will occur with other customers.
When you're picky, you only accept those things that bring value into your life. Eliminating the things that don't bring you value will increase your happiness overall.