I don't know if this has changed since the last time I bought shrink-wrapped software at a retail store, but the return policy on games and software was always that they couldn't be returned once opened, at least at the bigbox retailers in the US. I'm sure stores occasionally made exceptions, but I very clearly remember buying a copy of Oblivion and not being able to install it due to minimum specs and the store not accepting a return. I just had to hang onto the copy until I built a new PC.
This is probably a US vs Europe difference in consumer protections though.
Standard policy is I think mostly the same, but in Europe there's been arguments that those policies don't follow the actual consumer protection laws, which is a whole thing that I don't think really resolved one way or another.
It varies with country but I believe a number of protection laws specify normal use/testing a product is allowed, so you can open boxes and test functionality (norwegian law does this for sure). Excepting videogames from this is arbitrary, the argument from consumer protection agencies goes.
I believe in practice a number of games did get refunded when threatened with formal complaints along these lines, but that's far from a guaranteed thing.
Anyway, GOG decided to go with the generous interpretation (and the one all kinds of electronic goods except games and CDs/DVDs have), which is nicer for everyone, really
This is probably a US vs Europe difference in consumer protections though.