Yeah, if you don't like it, you are stuck with it no matter what. You cannot sell it off. Plus, you cannot put it on your shelf with your other video games.
For me, I will never pay for something that I can not physically grasp in my hand. Well, sort of never. Music, fine, but video games and movies, definitely not unless it is something that is out of print and the download is $10 as opposed to the physical game being $200.