I would just ignore.

They cannot open a case since they have not purchased. There is one scam going around where the person claims they have an issue with an item and asks for a refund outside of Ebay (or whichever platform). Not sure how much success that has, but doesn't stop people trying.

 

Having said that, are you sure they didn't purchase anything more than 3 months ago? The reason is that seller transactions only stay up for 90 days.