Refund outside of eBay system?

[CurlsLDN]

Hello! I bought a dress via an eBay shop that I'd like to return. On the packing slip it says NOT to open a refund request with ebay as this will 'slow the process', but rather just post the dress back and write refund on the packing slip.
I'm guessing this is so that they avoid a fee or something, but is it a bit dodgy? Would it leave me with no security if they were to claim they hadn't received the item even if I send it recorded?
Should I just request the refund through eBay anyway?
Thanks for any advice!

Bump for the busy evening ebayers!

they want to avoid a dispute on their account. To ensure they don't claim not received send hermes or collect + - cheaper than RM and guaranteed tracking as many posties don't bother with a signature.

But if you do open a case you may get a free return label so I would tell you to do just that. Have you messaged the seller about it and asked for a return label?

Are you returning for fit or because there is something wrong? If it is for fit or you just don't like it then buyer usually pays the return (unless shop offers free returns of course). Return with a tracked service and message seller to let them know. Not dodgy it is just that an ebay return gives the seller a defect which is a bit unfair if the item is just not right for you but as described.

Thanks both. I'm returning as it doesn't suit me, and I'm happy to pay for the return as that was clearly stated by them before I bought it.
So I'll just send back via my hermes, and message through the system. Thankyou