Are there people who take the SIM and leave? I always assume everyone stuck around until data was okay on the phone, since sometimes it needs activation, sometimes it needs settings, etc.
In Japan you can buy it at the convenient stores and the "mini" electronic store (haneda) at the airports. Switching sims, setting up the APNs, and the NO REFUND AFTER OPENED on the sticker make people buy it and jump on the bus or train to downtown tokyo (where you have 45mins ~ 1.5 hours to burn anyways).
Yeah, even if you buy a prepaid sim and it doesn't work on your device the store probably won't refund you (unless it's "cracked" or something when you open it).