Unless the seller uses the Unpaid Assistant, the buyer can still leave feedback while the case is open....and some do. EBay will remove that feedback when the case is closed without payment.

Some people have been getting defects for using the buyer changed mind option and other options that don't involve the one you listed. It is for that reason, sellers are worried that it might happen to them, regardless of the reason given for the cancellation.

Hopefully eBay will soon let buyers initiate cancellations, which will hopefully prevent the seller getting a defect for that transaction.