I don't know if the practices are the same across the board between countries, but the staff at our Sephoras are trained to be extremely conscientious about sanitary practices - to the point where they are not allowed to dip a brush directly into a product, no matter if it's just been cleaned. Everything gets sampled out onto a secondary palette (for example, a tissue is rubbed onto a powder to lift up the product, and the clean brush picks up from that - if you need more product, you do the same process with a fresh tissue).
That said, you can't really control what customers will do with testers, though I know that products that a staff member has seen be contaminated are to be replaced with fresh ones. To Patty and Damsel's point, with the huge amount of product available to test, it's impossible to catch all of those instances. It would be ideal to cut off the wands from mascara and lip glosses so customers wouldn't be tempted to use them, but then you wouldn't be able to see the entirety of the product.
For those who are sketched out at the thought of using the testers, keep in mind that most things can still be sanitized after someone has touched them, and the sanitary standards require the MA assisting you to do so before applying anything to your face. I would avoid testing things that can't - like mascaras and lipglosses - if you're wary.
As to that SA who was putting product in her pockets...eww, most definitely. That's a training issue someone should be taking care of. (But I'm confused as to what pockets she was putting them in - the uniform doesn't have any.)
