They have receipt policies because of scammers like you, who return things to other stores. Target allows you two returns a year without receipt, so will your next letter be bitching about Target denying your returns on merchandise bought at yet another store? The receipt policy also helps stop shrinkage due to people returning stolen items.
If every scammer was given free reign to return their bogus merchandise, no store would last very long. Get off your high horse, and stop whining. Just because you heard the evil word "no" does not mean you received bad service. It just means you expected unreasonable service.