"I want the most expensive snack in this shop."
Only because they didn't include it. It is not really necessary, just makes for a more proper/polite sentence.
You can do this with adjectives and adjectival nouns as well: あのくるまは高い, あのひとはきれい、このえいがはおもしろい. These all work with or without です on the end, they are just more casual.
Please exercise more caution in your posting (ほsじい).
「この店の一番高いお菓子が欲しい。」 would be a grammatically valid sentence. It is also essentially saying the same thing as the sentence in question.
The problem would be in the translation: 'most expensive in the shop' vs. 'the shop's most expensive'.
It all boils down to whether or not Duolingo would be liberal enough to allow this answer. I would not expect this to be accepted.
Honestly, in pretty much every day usage, you could use either and most people would interpret it the same way. The only real difference is "the shop's most expensive" could include something that they've run out of (e.g. "I wanted to buy the shop's most expensive candy but they won't have any until their next delivery").
Really though, they're functionally the same.
に wouldn't be appropriate here. I think part of the reason for the misapprehension is due to the multifaceted function of the English word 'in'. When we say 'best in the world', we mean 'best from/of the world'. 店に(ある)一番高いもの refers to something physically located inside the store, while 店で一番高いもの refers to the store itself and its merchandise (both on hand and out-of-stock). 'The store's most expensive item' vs. 'The most expensive item inside the store.' A small distinction to some, but highly relevant in Japanese.
A simple example, but once you understand the difference between 中で and 中に the sentence in question should be clearer to you.
Which all makes my previous definition of 'within/in' somewhat simplistic, unfortunately. I hope, though, that this lends some clarity.
You said something like 'The most expensive snacks want it in this shop.'.
店でほしい - 'Want (it) at the shop.' When you place で in front of a verb (or in this case an adjective acting as a verb) it indicates a place of action. For reference, you can try changing ほしい to 買いたい (want to buy). The use of で after みせ, however, favors simple location, 'at the shop'.
You are placing 一番高いお菓子 in the location and form of a topic, but you use が which denotes a subject. For example, if you wanted to say 'the most expensive snacks are at this shop', you could say 一番高いお菓子はこの店にある。This pretty much follows the structure you tried.
By restructuring the sentence to 'The most expensive snacks in this shop, I want them' it might be a little easier to figure out.
I struggled a bit to explain this, so I doubt I was much help... but I hope I'm wrong.