Funny you should mention Radio Shack... I actually stopped buying from them years ago for exactly the same reason. I don't think I've bought anything bigger than a battery from a Radio Shack store since.

Why don't companies understand that facilitating returns actually makes me more inclined to shop with you? 

Generating goodwill is part of the "doing business with people you like" thing. It matters. And when you lose it, you lose customers.