I fail to see how this saves transportation costs since the same courier that picks up the film can also drop off the negatives. Unless of course they're not using their own couriers, but using a shipping company like UPS. This also sounds like a "Wal-Mart cutting corners" not a Fuji cutting corners because IIRC, Meijers (which also uses Fuji) has no sign out about negatives not being returned.
I shoot E-6 primarily, and when Wal-Mart stopped returning negatives, I decided I could no longer trust them to return my slides. I would be very upset if I shot slide film and ended up with scans and prints but no slides. Fortunately a camera store opened not far from where I work and they now get all my E-6, and they do B&W too. In half the time as Wal-Mart/Fuji.
E6 and BW (120/135) and 120 C41 will be returned. I've sent through Walmart and got them back several times in the past several weeks.
It's only 135 C41 films that will not be returned. Your slides will come back safely