As an online retailer in the European Union, you are still responsible for possible returns. In the EU, the rules state that customers must have the opportunity to cancel and return their online order within 14 days.
So, if you sell items online through a dropshipping program, you are responsible for that process. If a product is broken or defective, you might consider shipping a new product to your customers without asking them to return the broken one. Otherwise, the costs could be too high for you.
For non-defective products you could charge shipping costs if the customer wants to return the items.