I find it difficult to believe that any were actually retrieved from dumpsters and returned. Think about it: First, from what has been said above, they wouldn't have had cases and if they did, they would most likely have been incomplete or damaged by the time a dumpster diver got it. Second, they wouldn't have had boxes, instructions, etc., let alone a receipt. No retailer back then would was going to accept a return for something that expensive with absolutely none of the items that would have been sold with it. Third, if retailers had taken any back, where did they go? I would think that at least some would have surfaced by now.
That a few prototypes may have been snagged before destruction by Atari employees, I can easily believe that. The other tale, however, seems just that, i.e., pure urban legend.