Don't worry about it!
This forum is pro-rescue, but none of the users seem to be judgemental enough to hold a pet shop pig against you!
One of my boys was from a pet shop, too.
My husband went to get some supplies, and they told him about a male guinea pig they had living alone in the dark store-room upstairs, because they only had the one boy, and not enough space to put him in the shop downstairs.
I came home to find him sat with the little guy in his arms, looking guilty, saying "He was all alone in the dark! I couldn't just leave him there!"
So I guess it feels more like he was "rescued" from the pet shop!