While probably not the normal circumstance it does happen from time to time. At least all parties are will to take it back. Of course, if you can get NewEgg to cross ship to you then you’ll save a little time during the turn around. Some companies will do this if you send them the tracking number in advance.
I did an RMA with NewEgg once on a bad processor and I too had to speak with a manager. It only took about 2 transfers but they were nice about it when I explained everything and they let me exchange it for a new one. In fact, because the processor I had bought was being phased out, they gave me an “upgrade” to a faster model which was the same price.