I am finding this a little hard to follow, but I will try and give an opinion anyway.
The HPI check as nothing to do with you, and you should not pay for it, because this is to safeguard the dealer from selling a dodgy car to the public.
There is nothing stopping you from obtaining your own HPI or similar check, in which case you would be completely covered by their terms and conditions of recompense, should the check information be in error.
In the case of the dealer selling a dodgy car to the public, and the car is later claimed back by the rightful owner, then you would have to claim any finance back from the dealer via their 'goodwill' or the courts.
OK glad you didn't have to pay for it but, I am surprised at this practice. I would have thought that the garage would have done an HPI check when they bought the car and it should have been part of their deal with the seller and not expect you to pay for it.