We can return makeup if it is faulty, or if it brings us out in a rash or something, but we can't return it just because we don't like the colour. Shops have testers for that purpose.
With brands like MAC, Illamasqua or ArtDeco, there is no counter near me, so I have to buy online, but I make sure to look at swatches (on real people, not computer generated images on their sites which are invariably way out) before I consider buying, bearing in mind that colours look different on different skin tones. Even then, something that looks bright pink on someone else can look orange on me for some reason. If I then don't like the colour on me when it arrives, it's not their fault.
Illamasqua are rather good - they show little videos of the products being applied on different skin tones on their website, along with actual photographic swatches, which is very helpful.