They make 75 percent of their profit off of membership fees, and bank on most people that buy a membership not shopping there that often. I forget how much exactly, but you can return thousands of dollars a year in merchandise before being red flagged. They really aren't concerned with returns.
Some people buy a grill, use it for the summer, and return it in the fall. Repeat the following year. I don't abuse it like that, but it is nice to have that assurance to try something out. We bought a robot vacuum after thinking about it for a long time. It was completely worthless, would spend 20 minutes in one area and zero in another, and also would get caught up constantly in cords. I took it back cat hair and all, and had my 329 back in about 30 seconds.
