Many retail returns systems use software to monitor the frequency and type of returns. There is a threshold where the number of returns without a receipt well exceed the purchases. This is just one of the factors in getting banned from returning merchandise. All retailers have different algorithms and thresholds. To get banned after one return attempt would be exceptionally rare, unless the retailer had proof (which they would never admit to you and the store would not know anyhow) that the merchandise was stolen in the first place.
There must be more facts here not mentioned. Are you a serial returner? Have you attempted to return items purchased at other retailers? Maybe the OP can elaborate on this. Be honest.