The short answer to this is if it's a genuine return (you're allergic, it is the wrong colour) then no problem.
If you're "renting" (I had one woman buy all her makeup and brushes for her wedding, $400 dollars worth, *use* it ALL, and demand she be able to return it, including the fake lashes, on the grounds that she only needed to use it once) or continuously making "poor judgements" (buying 20 lipglasses and returning 19 because you *know* you can bring them back, also a "regular"...) and just generally abusing MAC's generous return policy... then yeah. It's really really annoying. Has nothing to do with sales, has to do with basic principles of right and wrong.