Really? It's more likely to brick when factory resetting that way? Is it safer to reset from the boot menu?
Well, the issue with sending products back to companies, is, lots of times they end up all across the world being turned into refurbs. So, if you return a hard drive without wiping it, it might end up in Taiwan to be processed for a refurb. Someone there could access your personal information and the manufacturer wouldn't be at fault. You'd never really be able to trace down the culprit.