Yes I have had this problem in New Zealand too, actually I tried to return some glass a couple of weeks ago at MAC Chancery in Auckland and was told the same thing. I did recall returning glass to MAC at Arthur Barnetts in Dunedin years ago, but then remembered that the SA told me she'd do it strictly as a one off (since I was always in there!).
From a legal perspective, I do wonder whether they technically should be accepting B2M on glass here even if they can't recycle it, since as you rightly pointed out, it is clearly stated on the packaging that glass is included in B2M. Unless a MA specifically mentioned the no-glass policy verbally, there is no way for the consumer to know otherwise. While I understand that the B2M programme is offering something "free" to the consumer which they would otherwise not be entitled to, from the consumer perspective the programme essentially functions as a multibuy discount (Buy X and get X "free"). From that point of view, I think there is a good case to be made that consumers should be able to receive their "free" item if it has clearly been communicated to them that they can do so (e.g. on pack). I don't know what the answer is (legally, for NZ) but as someone who works in marketing I would personally feel obligated to allow people to return glass if this were my product.