In an awkward situation involving an MPC 4000

So I recently "bought" a semi-functioning MPC 4000 (the screen is dead) on Reverb for about $651 total and not long after I received it, the seller somehow obtained my personal phone number and messaged me that that Reverb was delaying his payout and suggested refunding my money so I could pay him via Zelle instead. However, I ignored this request. The next day, he refunded my money without my consent and thereupon, I blocked his phone number. I also reported this to reverb's support team and they said the following:

"As mentioned in our chat, I was able to check the seller's account and I can confirm that they are already under monitoring by our internal team which is why they are no longer available in Reverb. For your protection, please do not communicate with this user outside Reverb. We also suggest for you to block them from your phone and not entertain their offer as we cannot protect you in case anything happens to the order."

I am quite confused as to why the seller needed to do this, He would have received his money had he not refunded my money on Reverb. Was he really that impatient? Is it a potential scam? So now I have an a semi-functioning MPC 4000 that I got basically for free. Am I in the wrong for keeping the MPC 4000 for myself ? (I have no way of sending it back to him anyway because there is no address listed on his reverb account) or am I being cautious?

Leave it to Reverb as directed.
If it turns out the seller is honest, then complete the deal in confidence by whatever method Reverb provide or reccomend. This is Reverbs responsibility per T&Cs

If it turns out it's a scam then you're in the unusual position of being one-up on a scammer, they will have learnt a valuable lesson.