Actually this is not the case. All the company that made the software has to do is claim that they provide full refunds of opened software from people that don't accept the EULA. By giving you the ability to refuse the EULA and get your money back the EULA becomes enforceable (as much as it is enforceable, which for retail software is not terribly much).
Again, I don't know the law in most countries, but I'm pretty sure this would not stand in many countries (assuming they actually enforce the law instead of just giving in to wealthy companies). Look at Apple getting sued for nearly a million euro for trying to sell a warranty that was already guaranteed by law, you can't get away with keeping things secret up until the point of purchase, even if you offer a free refund (and in many countries you are fully entitled to a refund for false advertising anyway, which a post-purchase EULA may amount to in some cases).
But either way, the other things I said still stand, you can't just make a 20 page EULA and expect people to actually read it and understand it during the installation process. It'd mean installing any piece of software would take hours and require a lawyer present to translate it for you. If you go up to someone and tell them to read through 20 pages of legal jargon and then sign them to, I dunno, get a candy bar for half price, then somewhere in that documentation it says you agree to give them all your money and a blow job, there's no way the contract would actually stand because there's no way they could realistically have 1) read it, 2) understood it and 3) the terms would be deemed unreasonable. EULAs are the same.