Uh, I hesitate to post a response to a message with a picture of a gun in it.

You say two things, back to back:

"in THIS situation I would not leave any feedback"
and
"I think that ALL transactions should be followed by feedback."

Pardon my confusion, but which is it?

You ask what I would do? I'll answer that, but first I want to say that this is NOT what I think David should do, as I don't have all the facts, like copies of the email correspondence and so forth.

But, based on the info at hand, I would give him a negative, something like "bidder failed to read description before bidding, then returned item without permission".