Buying a car and returning it is not the same as going on a test drive. Pretending it is the same thing is just ridiculous and super out-of-touch with the target audience of the lower-cost cars.
My biggest fear would be any potential hit to my credit. I don't know if getting a car loan and then getting the money refunded would impact my credit score at all, but I'm unsure enough to not want to try it. Credit and loans aren't something I want to take a chance on.