Correct. BitPay is actually very lenient in what it accepts as a "paid" invoice, even transactions with unconfirmed parents or very low transaction fees are fair game. You will receive a warning message and it won't show up in the merchant's account until it has at least 1 confirmation, but for you as a customer the invoice is paid at this point. I assume that eventually BitPay will cancel your invoice, however they seem to be quite patient once the transaction has entered the mempool.
Note that depending on their account settings a merchant may accept an invoice as "paid" even sooner than 6 confirmations:
https://blog.bitpay.com/advanced-merchant-risk-mitigation/
Either way OP needs to contact either BitPay or the merchant they were trying to pay.