I love Apple's response to this issue - sure, go ahead and return your new iPad.
I sympathize with people who don't understand all the confusing marketing around cellular data connection speeds and technologies. And Apple clearly shouldn't be marketing their device as 4G in a country where it's not actually compatible with their 4G network.
But I'm guessing the amount of people who return their new iPads for their money back will be pretty low. More likely they'll exchange them for a non-4G version since it's useless to have that connectivity.