Well, for one thing - if they're selling new cars that return policy will potentially kill them. New cars lose a huge amount of value once they've been titled, even if they're returned after a week.
Second, shipping cars cross country is also hugely expensive - about 500-1500 last time I checked.
They'll have to make money in some massive way to offset those expenses.
Finally, I'm not an expert but I thought most (all?) states had laws that prohibited bypassing the...