Where I live, that expectation is enshirined in a law created in 2001. The reasoning is, with remote buying you can't physically inspect the item. Hence you can decide to return an item at no cost, provided you have only handled it the way you would have been allowed in a physical store.

I believe the law was originally created due to massive over-promising of results by tele-marketers.

(I live in the Netherlands, but similar laws are common in Europe I believe)