BFL is in the mail order business not the telemarketing business.
Not to mention the fact that "all sales are final" is referring to a product ALREADY shipped (which btw is perfectly legal to offer no refund or exchange on DELIVERED product.
EU law (distant selling, for EU based companies, of course) is much more favorable to consumers - there is a 'cooling-off' period. A buyer can return the product even 7 days (14 some countries) AFTER delivery.
When following discussions here, I must constantly remind myself - it's USA law that apply here.
Not always. BFL need not have a presence in the UK for instance, but you could sue them for libel there. I would imagine you could take something to the EU version of the FTC and have them render a judgement, but what happens after that is anyone's guess.