Never ever hesitate to ask about samples! When I used to work for Sephora, we are encouraged to take home 3 samples every single day to try out, just so we can be more knowledgeable of the products that we carry. There is no limit on the amt of samples you ask. The only thing Sephora can't give samples of is mascara. lol, but anything to perfume, moisturizers, shower gel, lotion, foundation, concealer, etc. You name it, we can make a sample of it (just as long as it fits into a 5g jar) and we have special mini vials for the perfume samples. There used to be this lady who would come in the store EVERY single day and ask for perfume samples. It came to a point where we would say "sorry, we're out" Asking for a few samples once a wk is ok, but asking for samples every single day is abusing the privilege. Of course every time a friend of mine would come in the store, I always give out loads of samples. Since Sephora is a popular store, we do get shopped by secret shoppers, so it's always important for us to ask someone if they would like a sample (whether they ask for one or not)
As for MAC, I never had any MA's say "no" when I asked for a sample. But then again, I shop there a lot and they know me by name (lol) Sometimes you might get a snotty MA, so if they decline to give you one, it doesn't hurt to ask someone else. As part of providing great customer service, they are encouraged to give you a sample if you ask (unless they run out or something) and they don't have the manager's approval. Unless they were really rude about not giving you the sample, you can take this up to mac customer service online and they might reimburse you for the inconvenience with a free MAC product (but don't take my word for it) lol