change of mind refunds

I recently sold an item and no sooner had the buyer had it. They changed their mind and didn't want it.

Now I know at normal shops, they don't have to accept returns or give refunds for change of mind.

So why do I have to do it. ? I have it clearly stated in my listings that there's no refund for change of mind.

Ebay jumped in and told them that they could return it for a refund.  I am really frustrated about this.

What can I do?

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I had a very similar experience like this. As a seller we have no rights.