I imagine it saves them a ton of money. 2day is usually minimum 13.00 minimum. If you get slower delivery they can bulk mail them at major discounts.
I used to work at a warehouse/shipping facility in college.
I returned a pair of shoes from Zappos at a UPS Store last week. I was talking to the guy behind the counter, and he told me that Zappos pays them $1 per package on returns they do. Amazon has quite a bit more weight to throw around.