What has been said is true, but I wouldn't send anything without indicating the sender. Anything can happen on the way to the buyer, so it is a good idea to indicate a return address.
Hire a PO box if you like privacy. Somebody who works for a postal service can also misuse addresses, or anybody who works for a company and you have an account with your address with them, although of course it is very rare, but it is also rare that buyers would care at all about the seller's address. Last year for example somebody who works - well, worked of course - for AusPost stole identities, on top of that targeting in particular pensioners.
That said, it is really poor of a buyer to just decide not to collect a parcel only because they have changed their mind.
It might be a good idea to let the buyer know that you didn't indicate a return address and that the parcel won't be returned to you if they don't collect it, so you won't be able to offer a refund.
