No, that's not it. Often there is free shipping to begin with; sometimes there isn't.

Sometimes the shipping costs to return the product are covered, sometimes they aren't; but when they are covered, that still doesn't reimburse the original shipping costs if it wasn't free shipping [to me].

I bought patches via amazon a couple of weeks ago - from a German company - with shipping costs since they weren't part of prime. I had to send everything back and pay for the return too, was absolutely a loss on my end but the quality was too shit to keep them. None of the shipping, neither to me nor back, was refunded.

When I buy directly from companies, be it DMC, Rosie Wool (RIP), Otto - when I pay for the shipping to me I have not been refunded the cost.