As someone who is FOREVER buying things and then returning them, I think I have a slightly different opinion. I don't think there is anything wrong with buying a bag and then putting my stuff in it to see how it fits. I do that at stores, and I do that at home. I wouldn't feel the slightest bit bad about doing that and returning it. To me, that's no different than trying on clothes or walking around (in doors) in shoes.
That being said, I would NEVER return a bag that I've actually worn, any more than I would clothes or shoes. Once something is used, that's that and I either keep it or sell it.