Return it. If you hold on to it (even if you block the ads and all) it will signal the manufacturer, that this practice is fine.

I very rarely ever did. And when I did I made sure I trusted the studio and knew enough. But even with this preparation I was burned most of the time preordering. 

Nowadays I notice a game I like and I wait for 1-3 years, then pick it up DRM free, with all the extensions and fully patched for oftentimes 15€ or so.

Honestly, I am really happy we passed that transparent bubblegum-toy style. My hope is that we move towards physical buttons again, at least where they make sense (cars for example).