Obstinate seller on eBay

What can I do about a seller who won't switch out a new silver set he sold me that came without its advertised COA? I asked him to switch it out with another he has in stock and he won't do it. I know he has several in stock, as well as others he has up for auction too. Why would the guy not budge for an item that was mailed incomplete? I've bought a number of mint, proof, and silver sets. Three or four have come without COAs, but this is the first that the seller has been so adamant about not providing a COA or not replacing the set.
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If it was, then the item is "not as advertised" and I would file a dispute with eBay. If it were me, I'd do what I could to satisfy your purchase even if the Mint made this error. I always check that stuff before I pack it.
I also have some extra ones lying around from sets that I broke up and if I have the one you need I'll send it to you.
Russ, NCNE
Good luck!
Chris