As a matter of fact, this is what eBay really says. Either the buyer is a scammer, or the eBay person who wrote to him/her has no idea:

If your item arrives after you've received a refund

It's possible that your item may still arrive after you've been issued a refund. If this happens, you should get in touch with the seller and try to reach an agreement on what to do next. You can choose to either:

  • Return the item and keep the refund
  • Keep the item and arrange to reimburse the seller

From: https://www.ebay.com.au/help/buying/returns-refunds/get-help-item-hasnt-arrived?id=4042#:~:text=If%2...