It's common for people to use a delivery address that's different to their registered address, so if one lot wasn't paid for, the only address you'd see on that is the registered address, not necessarily the one where they'd get the parcel sent to (for all intents and purposes, until the buyer has paid, all you have is a billing address, which can sometimes match the delivery address, and other times doesn't).
That being said, I would simply open the UPI case same as you did, close it when able, and deal with any issues if / when they arise - no sense worrying about it unless it does happen (plus, the advice will depend on if they open a request, what type of request they open, and whether or not you accept returns). If I need to open a UPI, it's usually a fair while after the purchase, so I also block their ID right before I open the case (rarely is the block removed, only if they get in touch voluntarily, are nice and respectful, and do actually pay for the item). This buyer is (to me) a little bit worse than simply a non-payer, because they have effectively reserved an item for a minimum of 8 days while they - by their own admission - are making sure if the one they did pay for is suitable. That's not on in my book, so I would have actually blocked them as soon as they said that.
Has the parcel you originally sent arrived yet, and if so, how long ago? You can at least gauge the liklihood of return due to not fitting if they've had them a while.
