Selling on eBay is a dangerous world. People try to scam you constantly. My wife has been thinning out her book collection and selling her "old" purses on there here lately. She's had more than 1 person claim they never received the package. They opened a case, but luckily she got tracking on it.
There's really not much seller protection. In a dispute, eBay will side with the buyer nearly every time.