Is it legal to return a pirated product to the vendor?
You can always try to return the item, but finding an honest pirate may be hard.
Think of it like this: someone stole a car and sells it to your Dad. It leaks oil and he wants to return the car. If the thief declines, you lose because the thief can't give you good title to the car.
That's what will happen here. China lacks the respect in personal property rights we enjoy here. They steal movies etc on a regular basis. I doubt you have much recourse. Dad should ask you before he buys next time.