How can I get a refund for something I never got?

I'll try to summarize this best I can. 10/24 I ordered the 25th anniversary controller, got the tracking number and was estimated for 10/28. That day came and went and today the tracking still shows UPS still hasn't even gotten the package. For the past week or so, I have been on a manhunt to just find any human person that can help me with this. The AI chat is no help, it directs me the support page which I can only get more ai chat. Managed to find phone numbers to call but they keep directing me to the website.

I tried to initiate a refund from the order page but, big shocker, they won't send me my money until I send the controller that I never got.

Why is it so hard to just get a refund for something I never got? I don't even want the controller anymore because I'm so sick and tired of it.

Tl;dr How can I get a hold of a person that can actually help me?

Edit: I paid through PayPal and submitted a dispute through them so hopefully that works