They do make a good point. Why should only Europe be entitled to refunds while the rest of world has to put up with a stuffty product?
Now I research before I buy, but I don't like how people in one country are entitled to something that other are not.
People in one country (or multiple as in Europe) are entitled to it on account of their laws though. I don't know if you were or weren't directing it at time, but your resentment/anger should be directed at your own government for not having the same sort of laws.
Yeah, valve are terrible for refunds, but they're only using the law to their benefit as you're entitled to do. And if they're selling in other countries then they should be abiding by the laws of those countries, or they should stop selling there.