Why not shop online?

I’ve noticed that more and more often now, higher-cost items — especially electronics — that you buy in a retail store have a little note inserted in the packaging. Something like:

“Don’t return this item to the store. For service, contact the manufacturer at …”

This is ridiculous. The main reason to buy retail is the convenience of returning the merchandise to the store if it doesn’t work or if you don’t like it. If I have to call the manufacturer to schedule a return and probably pay postage myself, then why on earth should I not just buy it from Amazon to a lower price (and I can skirt sales tax, too, perhaps)?

Perhaps retailers don’t want to survive. It just doesn’t make sense.