This has happened to me twice in the past few months - once from an Etsy seller that didn't put enough postage - which irked me. I paid them $5 for shipping, they only put $3 on it, and when it was delivered it had an 80 cent postage due note on it.
The other time was for some junk mail that had 2 cents postage due on it. Gimme a break!
I agree that I always thought that it would be returned, but guess not!