Did they at least ask you for the existing sim card before giving you a new one ?
Because if they did, then it's rather okay since you are replacing an existing item with an identical one in a different size. They don't really need to know who you are, the sim card is an appropriate passkey.
But if they didn't even need that, then yes, one wonders exactly what the word "security" means today if one can go to a store and ask for a sim card for any phone number with a blanket excuse like size.