Several snake oil companies do that, and it works very well for them. If you return it, you are admitting you can't see the
emperor's new clothes, and no audiophool wants to do that.
Besides, there is a psychological reason why people tend to believe that new things make a difference. When adding a new piece of gear, people tend to listen more closely to their system than usual, and consequently, they hear more details than usual. Instead of wisely attributing this to the actual cause of listening more closely than usual, many imagine that the new thing made the difference in their noticing of more details. This is why any fool thing that makes no difference and could not possibly make any difference is believed in by some.
So, they are not likely to get many returns.