The glasses are so cheap that it's not the end of the world, but I feel like the company is taking advantage of that fact with this practice. Reticence about buying glasses without trying them on holds a lot of people back from buying glasses online, making ease of return a selling point. Hiding this information in the fine print is kind of dishonest from my perspective, particularly the falsehood about the info being on the FAQ page. Were it on the FAQ page I would have known and factored it in as a risk.
Anyway, be warned!