That has changed in the past few months. Walmart has begun offering closes to the same easy returns as Amazon is known for.
Items featured in the stores can be returned to the store - you can print out a bar code on your acct - and presenting that with the items generates a refund.
For third party sellers - you can now generate a shipping label THROUGH the WM site and there seem to be standardized requirements for returns. I don't know if this is true in all departments but it's a positive move.
May not seem like much change - but tells me Walmart plans to give Amazon a run for it this shopping season. They already compete in price but adding an ease of return is upping the customer service game in a big way.