They very well may have. It surely wouldn’t be the first time I didn’t receive an email
If email was sent to your correct email address it would be the spam folder if not in your inbox. If any business does not defend the complaint it really hurts the standing. If they did not submit a copy of the whole email and who it was addressed to then probably did not send it or send it correctly. PayPal would not refund so quickly if proof they did email you about the problem.