When a refund is issued before the item has been returned eBay assume the seller does not want it back so no return postage label is issued to the buyer.
If they are dishonest and refuse to return after you ask them to I'm afraid there is nothing you can do as far as ebay is concerned. You'll have to put it down to experience.
Next time, if there is a next time, make sure you get the item back before you refund. This happens quite a lot. eBay should make it clearer.
