Why did the Juvederm Ultra Plus add volume to my nasolabial folds and not soften them like the doctor said it would?

Among experienced, expert injectors,  precisely to avoid the kinds of results you are complaining about here, there has been a trend away from directly injecting nasolabial folds, a practice that was commonplace many years ago when I first starting injecting lines and folds. We since have learned that more natural results can be obtained by addressing the origin of the smile lines, which arise from loss of fat and displacement of the fat remnant downward--a problem that is best accomplished by resupplying volume and lift to the cheeks with volumizing fillers, like Voluma XC, and NOT by injecting directly into the smile lines themselves. By contrast, filling the smile lines directly is more likely to lead to the kinds of problems you describe or to the creation of an unnatural, smile-line less appearance known as the "simian facies," i.e. the face of a monkey. Not uncommonly there is considerable swelling when this area is injected, so you might consider waiting for this to go down before considering hyaluronidase. As to the subject of a refund, this is something that you need to work out with the doctor based upon exactly what you were informed of before the procedure. However, going forward you would do well to seek consultation and treatment by a board certified aesthetic physician with expertise and experience in nonsurgical facial rejuvenation with fillers and volumizing agents, and be sure also to ask to see his/her before and after photos before agreeing to proceed. Best of luck to you. 

If you put filler into an area, it will add Volume - that is what a filler is for.  The additional volume can soften the appearance of a fold.  That is how filler works.