Looking at the bidding history on it I can see the winning bidder has a feedback score of over 800. This is where eBay is a risk for everyone, bad buyers get more emboldened every time they pull this stunt and it works in their favour. 

You’re doing the right thing calling their bluff on the return. If more of us took this stand and the buyer knew they would have to follow the fraud through then they would think twice but sadly a lot of sellers cave in too easily.