You are under no obligation to return this parcel, per Federal Trade Comission guidelines. Unordered merchandise is an old school mail fraud where the criminal sends unsolicited goods via parcel service, then uses strongarm tactics to demand fraudulent payment via bills, calls, etc. Here's a faq:
https://www.consumer.ftc.gov/article...ed-merchandise
Reputable house or not, what you describe Heritage doing is alarming. It does not have the right to bill you for something shipped unsolicited, and it does not have a leg to stand on in court to enforce such a demand. I'm sure it is within the contract to cancel your actual item (out of spite), but they will certainly owe you that money back with zero deductions. It would have a tough time explaining why it decided to screw you out of your win because it can't run a business properly.
As far as a hypothetical winning bidder who is now "out" the erroneously sent item, that may indeed be true. But that bidder is entitled to money back, so he/she will be made whole. It has nothing to do with the person who accidentally received it.
Personally, I would acquiesce and send it back, but I would demand the parcel carrier come to me. And that's because the person who received it hold all the cards here, period. I find Heritage's demands for your time to be offensive, personally. If any rep. from Heritage is on this board, I ask now that you confirm or deny that you are employing blatant stongarm tactics to punish innocent customers for your mistakes.