There would have been paperwork, and docs would have been signed and as such it depends on the terms & conditions for any deposit

As SLO has said, it's entirely correct both in law and morally. The deposit is a sign of good faith and covers the dealer for at least some of the costs of putting an order in motion for a new car, or taking a used car off the market and probably prepping it. The paperwork signed at that point (yes, there certainly will have been signed paperwork) gives the buyer rights, too. I'm afraid that changing your mind and expecting the deposit back is not really an act of good faith.