They don't have your address unless you have given it to them.
I would also do an unpaid case and if they message you I would explain, "I am cancelling the transaction by guaranteeing I get my fee refunded, simply ignore the case and it will close. Once it is closed you will no longer have any obligation to the transaction".
I'm just going to put this out there, for general consideration, or debate 
, I know there's a lot of people who take issue with buyers who change their mind about an item before they've paid and I understand why (I also recognise the following will be less relevant to those who do not [intentionally] accept returns), but...
I offer a 7 day return. As I accept returns, it means I offer them for any reason. This is actually eBay policy - sellers can try saying "but only for not as described" in the policy details, but eBay will back the buyer up if they initiate a change of mind return request within your policy window.
Because I offer a 7 day return policy, and accept returns for any reason, including change of mind, it actually doesn't matter to me when they change their mind. Right after purchase, 2 days, or 5 days after they receive it. In fact, it's simpler (and cheaper) if they change it prior to payment, as I don't have the hassle of trying to organise return, it hasn't been in their possession so not used / devalued, and I don't get slugged any non-refundable fees like you can if / when they pay.
So, if someone tells me they've changed their mind, I don't care why and just cancel the transaction.
I know where you're coming from ๐ On another site I sell, about once or twice a month, somone will buy something (they have to pay in order to buy over there), and then immediately send a cancellation request - as in, it is literally the first thing they do after purchasing (other times it will come through an hour or so later). On there, the cancellation requests can be done via a link, and has a templated message, so the basic wording of each one is identical (good in one way, I suppose, as buyers don't feel the need to try and come up with 'the kitten did it' kind of stories, and it includes an apology).
It can tick me off a little sometimes though 
I just sit there for a few moments thinking well, why the heck did you just buy (and pay for) it? 
I admit that sometimes, I get a little petty about it and decide to let them wait a while before I process the cancellation, go make a coffee, take care of some other admin tasks, do a little packing and the like, "hmmph"-ing all the way. 
But after I've got the "hmmph" out of my system, I just reply and tell them I'm happy to process the cancellation. A few times they've ultimately become repeat buyers, so (for me) it's really just another aspect of customer service (and I'm glad it's online so that no one ever sees my little huff about it ).
I agree with you DG and I would usually just cancel but it still appears that some transactions can be cancelled without buyer input yet others you need the buyer to accept and if they don't, no fee credited.
And as you know if the buyer doesn't respond, the cancellation then takes 7 days (or is it 10 ?) to process before one can relist.
Not to mention that if the buyer is grumpy or has misunderstood something he can still leave feedback with a cancellation.
I still haven't worked out if there is a pattern with which trans can be cancelled without buyer input and which can't.
As far as I know, buyers are no longer asked to either agree to or decline a cancellation (I can not confirm this from personal experience as a buyer, since I've never had a cancelled transaction in that capacity).
Again, as far as I know, the cancellation takes effect immediately, however it does still sometimes remain a 2-part process where FVF are involved, and the buyer can be asked to either confirm they received a refund, or that they never paid for the item (this is where the 10 day wait can come into play).
Based purely on my own experience as a seller, if the item wasn't paid for, and there's been communication between buyer and seller, both parts take effect immediately and I get a "you agreed to cancel an order" with no "we're just waiting for the buyer to confirm...." note.
I rarely cancel an order without prior communication from the buyer (and unpaid items with no communication always go to UPI), however if they have paid then the refund is issued via the cancellation and in those cases eBay do seem to ask the buyer to confirm the refund (despite eBay being the ones who instruct PayPal to issue it 
). I always advise that if asked by eBay, the buyer needs to confirm in order to finalise the cancellation, so most do, but occasionally I'll have to wait the full 10 days for the FVF credit.
Just IMHO, and I know there are always exceptions, if the buyer indicates they don't want an item or want to cancel, then processing the cancellation isn't going to upset them. If I do feel uneasy about it, eg I'm getting aggressive or accusatory messages from them for some inexplicable reason, so I feel my feedback is at risk, I have been known to tell them that I'll be able to initiate the process to cancel in 4 days, and that it will be finalised after 8 days so no further action from them is required.... But I haven't done that in well over a year.
