I'm confused by the OP. Could you purchase the originally intended nonstop flight, but at seat selection, there were no seats available for selection? Or could you not purchase the flight at all - there were no seats available for sale. And either way, purchased a different routing instead?

Either way, there's no justification for a refund. You made the decision to purchase the flights you did, at the price that you did, with restrictions including a fee to change of $200. So if you want to get on the nonstop, which is now, unlike before, either available for purchase or has seats available to select, then you have to pay the stated change fee.

Also, how do you know there are a "very low % of seats purchased." Seat maps, if that's what your looking at, are not a good indicator of how many tickets have actually been sold (or are available).

Not sure why an agent would tell you to seek a refund if you made a change - I can't see any justification for it based on the situation as described.