From issue 76 (November 1995) of Electronic Gaming Monthly:

...In other news, is the Saturn falling out of orbit with gamers and retailers?
Rumor has it one major retailer has shipped back it's 32X stock and left it on
Sega's doorstep. Some major retailers are refusing to carry the Saturn system
or any games. They still have a bad taste in thier mouths over the early
release of the Saturn because Toys R Us, Babbages, and Electronics boutique
were given Saturn units while other retailers were shut out...