Is this true? My understanding is that they drop it off for you to inspect before final agreement, and if desired you can arrange for this to happen at a service location of your choosing...
They're under no legal obligation to cancel the transaction if your post-purchase inspection turns up something. In almost every state, used cars are sold AS-IS. It's entirely a 'good will' policy and from this video it sounds like they won't give you money back, but instead allow you to swap with another vehicle in their inventory.