I don't think the lack of a demo is the real problem. The lack of RETURN POLICIES is the problem.
Indeed. With the increasingly draconian copy protection in today's games, the argument that the gamer "copied the game and then returned it" should be invalid. While it's still possible, I don't think it's very likely. If the person who bought that game was determined enough to find and apply a crack (which often requires using third-party image mounting software, which will turn off "casual would-be pirates"), why wouldn't they simply download the game to begin with instead of buying it in a store? I suppose the gamer in question might have a poor internet connection, but broadband is becoming more and more widespread. The old excuse for not accepting PC game returns is reaching the end of its legitimacy (it's already stretched beyond reason), and it's time that it went away.