That sucks. But cycling gear is supposed to be a tighter fit so it helps with aerodynamics, it could be that it's a regular XL in cycling gear - or just they have a different idea of 'regular XL'. Maybe contact them and ask if you can get an exchange on a larger size because you feel that this size isn't the size you asked for.
Also, did you try the jacket on when you were feeling good or feeling bad? If you were feeling crappy to start with, you can see everything else in a crappy light, even if to an outsider the jacket looked fine. Our thoughts are a bit like prescription glasses - they influence how we see the world (and by extension how we feel), but you often forget you've got them on so you don't notice the effect it has.
So if you're having a good day and you're feeling and thinking positive, you'll pop the jacket on and maybe think "it's a bit of a slim fit, but it's not too bad and soon enough I'll look da bomb in it" (or if it really truly just doesn't fit, maybe "they've obviously given me a bum steer, but it's ok I can send it back and it'll all be good). But if you're having a crapola day and you're feeling negative, you'll put it on and burst into tears because you're thinking "my god I'm such a fat so and so, this jacket just looks crap and I'm never going to wear this and now what am I going to do, I've wasted my money and I'm such a failure" or something along those lines. It's called catastrophising, and they're not particularly helpful thoughts cause they just make you upset and do nothing to solve the problem.
And I can understand you feeling crap about it, been there thought that. But pragmatically, it doesn't help the situation much to blame it all on yourself - and let's face it, even when you're at your goal weight, there will still be clothes that are too small for you and that will make you look like the michelin man if you try to wear them simply because it doesn't matter how slim you are, if you wear obscenely tight, too small clothes, there will be unsightly bulges everywhere. What I'm trying to say is, it doesn't matter what the size of the jacket is (or even how many michelin man bulges there are in fact), just that you feel comfortable in it. If you're comfortable in 3 sizes too small with bulges everywhere, then hey, more power to you!
And I'm pretty sure that you know that there is so much variability in sizes that for them to say it's a regular XL really is a difficult to say because what you think of as 'regular' may not match with what they think.
Oh I'm babbling again.
I'll stop now.
35kg lost. (November 2005 - October 2006)
15kg gained again (as at October 2010).
Back to the drawing board - Let's do this thing!
"You can't change the winds, but you can change the sails"
"Reach out and take control of what lands in your lap"