For the convenience aspect: Amazon deliveries routinely fail, require me to fetch the parcel at the entrance of my condo at inconvenient times, or require me the get my parcel at the condo concierge, again at inconvenient times, or the parcel is dropped at a random place.
I never had to return a book bought at the store. I do not even know their return policy. It may definitely be an issue someday in the future.