A company that has won, multiple times, the title of "Worst company in America" (EA Games) allows their customers to refund games within a 7 day period. Companies such as Steam, Microsoft, and Sony do not have allow refunds under
no (Even if you meant to purchase the game as a gift) circumstances.
I am sure there are many points of discussion here; piracy being one. I would love to hear more from you guys.
P.S: Some "recent" events - http://www.gamespot.com/articles/valve-sued-by-australian-consumer-watchdog-over-st/1100-6421983/
I'm not sure about other companies, but don't they only sell their own games? And they get a bad rap for being a publisher, not as a game-store. They might not be a good game-store, because they don't have games from other companies, only from themselves.
You are right that Steam's policy is to not offer refunds, and that is a horrible policy IMO, because you may buy a game, but your computer may not run it (if you're on the border of required hardware for example). But ease of use and deep discounts probably are more important than the refund issue for most honest customers (those who aren't interested in finishing game in under 7 days and returning it). Android offers two hour refund policy, which I think would be good.
In my opinion it's hard to compare a store such as Steam to a publisher such as EA. Even comparing Steam to EA's store, I don't think EA's store offers games from other publishers, so it's still hard to compare. This means Steam has far more games offered, some with deep discounts.