ebay may have made the seller leave the feedback for you since you did pay. It is how it is meant to work so sellers don't retaliate with negative feedback when the seller is in the wrong. Must mean
ebay has contacted the seller directly and asked question including why feedback wasn't left if they have been paid.
Showing signs of the seller not going to get out of this one, but doesn't mean you will get what you are owed either. Worst case scenario, the seller could get banned over something like this, and you are still at a loss as well. Really depends on what the police report or record states, and the post master does.
Just hold your feedback until the situation is resolved when
ebay has time to handle the info. I am sure the coin was stolen in transit if the case it was in fits through that slot you showed. Can one be broken when shaken in a priority mail box? Maybe the case wont fit, but if it was broken while inside the box, the coin could have fit through the hole and pocketed by yet another thieving USPS worker.

BTW< mail fraud is the police problem so I don't understand what they are going on about, but just follow
ebay instructions to the end.