eBay rules are simple. A buyer proves they paid. The seller proves delivery. That's basically it. Everything else about eBay is designed to promote seller interests, not buyer. It's Business 101 folks. eBay makes their commissions from the seller, not the buyer. So, that means, like it or lump it, eBay rules are biased to keep the seller happy, naturally for a stiff fee, even if it means screw the buyer. Sellers have supreme control over (A) Bid rejection, (B) Auction cancellation, and (C) Refund of payment to Buyer. What's creepy about the last action is when a seller returns a payment it doesn't cancel an auction like you might think due to the Seller refusing to accept payment; instead, eBay makes the Buyer automatically responsible to pay again. The process can only be stopped until the post auction period expires, typically 90 days, OR Buyer and Seller agree to end the agreement, which can only be initiated by the Seller. That's why it's always best for a Buyer to pay using a Credit Card so that the sale falls under consumer protection law. Never pay with money orders, bank checks or Western Union, cash - unless, of course, you trust the seller.
So there you have it. As a general rule, if the buyer behaves strangely, they probably are and be thankful if you didn't waste your money. Move on and let it go.