I don’t have a citation for it, but supposedly returns are a significantly worse environmental problem, not just with these transcontinental shipments. At least with Amazon or Shein or whatever, the packages are shipped as a semi-efficient unit, even for the last mile of delivery. However returns are driven by individual vehicles to the return site, not necessarily in the original packaging, but perhaps, hopefully, bundled up to some degree back to the seller.
There's a street market here (Spain) every weekend and one of the vendors has taken up selling what I presume are Shein returns. It's just tables full of Shein bags with clothes in them.