I'm right there with you on that one - that's what happened with my Predator with 2 left hands, it was an ebay sale and it didn't seem right to make an individual eBay seller fix NECA's error. If it was a larger retailer who could afford to absorb the loss (TRU, BBTS, etc) that would be one thing, but not just some guy on eBay.
I suppose you could do what I did and make a half-hearted attempt to contact the seller, and then go back to NECA and say "the seller doesn't really want to cooperate since he says it's not his fault and he's kind of right, can you guys help me out?"
Worst case, the seller has you return the item and you get a refund. It might not be moral or logical for the seller to pay for NECA's mistake, but the absolutely least logical outcome is for *you* to pay for it.