Just posting in hopes of helping along this thread.
We just moved to Shopify in February and I was excited to finally automate our returns.
Unfortunately did not see this issue, and now after rolling out a return app have found the ugly truth.
We just rolled out Redo to our customers, but while the team at redo tried to explain these changes, the full impact could not be understood until we went forward.
Essentially, we leave the link to Shopify on, and as soon as a customer initiates a return or exchange it adjusts our sales regardless if the customer ever sends the item back. Or, I leave it unlinked and when I process the return or exchange in their portal it shows (in an unsatisfactory way) that there has been a change in the collected funds on Shopify. But does not adjust the taxes?
What a mess. This is extremely unhelpful and really messing up our reporting/taxes. The likely solution will be to have to go back to our manual returns/exchanges method resulting in a much poorer experience for our customers.
Shopify, please roll this back or figure something out.