Because while most people do follow rules, there are idiots who don't. Which is why people run red lights or rob banks or bribe Senators.
If I understand you, you bought something from the USA which cannot be imported into Canada.
At customs (in this case the sub-office in the PitneyBowes facility in Kentucky) it was stopped and ... returned to the seller(??)
Since no one, Global Shipping/PB, Canada Post, UPS, etc., is going to be able to get the item over the border, your next step is to contact the seller and ask for your money back.
Since you have already done this, your next next step is to open an Item Not Recieved dispute with the seller and get a refund. Note that it seems some of the refund comes from the seller and some from PitneyBowes who handle duty & tax and charge a service fee. So it ain't gonna be instant.
Your seller fell down on Communication. You have60 days to leave feedback. The most effective feedback is calm and factual. "Not helpful with importation problem of restricted item." At the same time, you will be asked to leave Detailed Seller Ratings. The normal Rating is five stars. The lowest rating is ONE star.