Except when they don't and brick your ability to sleep (PS4). They're computers too and aren't immune to bugs. That said, they're still easier to use and work with, but you pay a premium for that. Games, online subscriptions, proprietary hardware support (i.e. fight sticks that only work on XBOX ONE, for example).
Origin has "limited trials" for some games and even allows you to return a game within 24 hours (digitally) if you don't like it.
But I usually pick up all my games on sale for five or ten dollars anyway, so it's not that big of a deal if it turns out to be crap or I don't ever touch it. Granted, it's not like buying a physical disc you can resell, so if that's important to you, more power to you, keep doing it. But all the things you talk about are also characteristic of the digital marketplaces for consoles -- but they rarely, if ever have the kinds of sales that PC digital games do simply because those stores have no competition.
For the record, I own a bunch of consoles and buy a mix of digital and physical copies -- though I've been moving toward digital since I don't have room for cases and the like.