Except when they only added any sort of return mechanism after violating consumer rights laws in all sorts of jurisdictions for like a decade.
Though that was significantly less painful back in the day when a steam sale was actually meaningful.
Steam's pro-consumer-ness is absurdly overblown, but the rest of consumer facing corporations are so fucking awful in comparison that they look like angels. They're also mostly just trying to keep anyone from looking at the closet full of profits explicitly from enabling underage gambling.
Not that I'm a hater, but people need to keep perspective. Valve is just a company that is slightly less abhorrent in it's practices.