Completely wrong on the MSC part, and I have been where you are now.
Personally, I don't think it is any of their business if you are in a wheelchair or not. The only exception would be where you
are specifically required to be alone, and you can't propel the chair on your own. As for the bathrooms, if they are not large enough to allow access to a typical wheelchair then they are in hot water. Why couldn't you wheel in and open a couple of doors? Ask me how I know, I have done it.
Otherwise, unless the guidelines specifically say you have to be standing up to perform the shop I don't think you should have informed them.
What if you had eye surgery and were wearing an eye patch. You could be considered memorable, but is it right to deny you as a shopper? No.
What if you broke your arm and had a cast on it, you could be considered memorable but people break their arms all the time. What makes that more likely that you are a shopper? Nothing.
In fact I think it would make you even LESS likely to be picked out simply because nobody would suspect you would go to the all the trouble of mystery shopping with an injury, or in a wheelchair.
The thing is you are NOT an employee. An employee would be obligated to inform their employer for reasons of insurance, liability etc. You have NO such obligation.