If it makes you feel any better (I know it sucks being in that position no matter what), it happens every year (and from what I've heard, it happens every year on the job market, too.) Of course, it's understandable that programs would be disappointed to have candidates retract their decisions and it's a situation worth avoiding if possible. But ultimately, the programs will survive with or without you, and it's one of the most important decisions of your professional career. If you've respectfully and tactfully retracted your decision and a DGS or other faculty can't understand that and feel empathetic (not necessarily saying the DGS at that department falls in that category, just generally speaking), what else is there for you to do?
Congratulations on getting in at your #1. Celebrate!