All the time? I don’t know if it is still true, but at one point Zappos had free returns. I know a few women who would buy a range of sizes, keep the one that fits, return the rest.

There was a Seinfeld joke to this effect that men just take whatever clothing, even if it barely fits. Women are likely to be choosier and insist on a good match. Some might intentionally mix and match shoe sizes if one foot is bigger than the other (leaving the store with a mismatched pair)