If he shipped it, and it is likely he did, the gun would be seized at customs anyway.
A week is nothing, especially since in the past week, USPS and Canada Post (to say nothing of CBSA) have been closed for four of them.
An ordinary parcel will take nine to 20 working days to travel from the USA to pretty well anywhere in Canada.
More likely, the seller noticed your address, and decided to skip the hassle. You may get your refund after the New Year.