Why doesn't a standard safety stock buffer solve the returns problem?

A safety stock buffer is sized to absorb demand and lead-time uncertainty: the buffer protects against a bad forecast or a late supplier. Returns are a different kind of variability, with their own timing pattern (a delay, not instant), their own driver (past sales, not future demand), and their own wide variance by product and channel. Padding a generic buffer to "cover returns" mixes those two problems into one number that fits neither well: it's too blunt to reflect the fact that one product returns at three times the rate of another, and it's structurally incapable of telling a planner when a specific batch of returns is actually due to arrive. A returns model calculated on its own, from real return rate and return delay, gives planners a number they can act on days or weeks in advance, rather than a buffer that just quietly absorbs the surprise after the fact.