All the popular mattress sellers (including this new Afloat, apparently) have a very flexible refund policy. You don't need to lift a finger (except figuratively) to receive or return it.
And some anecdata: When I wanted to return an online mattress, I had the option of showing a receipt for giving it to a charity, or having the mattress company pick it up. None of the local charities I looked into took even slightly used mattresses. So the mattress company "pick up" was from a junk disposal company, and they just took the mattress to the waste transfer station on its way to the landfill.
Or, buy a new mattress before returning the one you didn't like. This way you only need to store a superfluous mattress for a short period of time.
I feel like these are solveable problems.