It all depends on the problem, and how much you value your time.
There are things you can reasonably expect to happen to a decent item while shipping, there are minor imperfections that can sneak through QC, there are occasionally larger ones that get through. Sometime someone's just making an artistic product like handmade dice and the fact that they're irregular shouldn't surprise you. They're handmade. You the buyer had a different standard from them, that's all. Stuff like that's all above board, it might indicate a problem with the vendor but not necessarily deceit.
But there are also things that when you get them, indicate that something else is systemically wrong with the vendor, and the odds just aren't in favor that it was an accident. Like, say, the vendor advertises dice made out of natural cats' eye chrysoberyl, and dice arrive that are made with a green resin binding simulant crystals. It would be impossible to mistake one for the other while working with them. That didn't happen by accident. No one slipped, tripped, fell down the stairs and accidentally did that by mistake. No one's elbow innocently jostled a box full of simulants that had just innocently and accidently been left right next to the line making all the dice out of the real cats eye that obviously we were all intended to get instead. There's intentional deceit somewhere in the process. Either the owner knows about it or he's got so little control over his facility that you can't trust his trademark anyway - either way, it's a no go if you understand game theory.
The way this works is they sell a bunch knowing they'll take a hit on a few, but only a few because, quite reasonably, most consumers don't have a digital microscope or a jeweler's loupe or a micrometer, only those people who can see a defect by eye are going to report it. And to be fair they might not even care, they might just like how pretty they look. Those consumers if they speak up can often be managed by existing assets in the community (like so!), or they can be diverted, or any number of options -- with modern storefront tools, suppressing a poster's statements is not only easy, sometimes it's close to automatic -- based on machine learning. The point is you're dealing with a company that sees customer service not as a means of taking care of customers, but as part of a deceptive process.
I'm some kinda weirdo -- and I know that enough of these 'mistakes' are nothing of the sort, that I don't always feel any particular compulsion to play along with everyone who runs it up the flagpole and goes 'but but but this doesn't sound right, you should call our customer service line right away'.
It might be different if I were spending money on dice that I need for food or something, and I just absolutely didn't feel like i could afford to get taken on this deal, but I try not to put myself in situations like that. If it costs less than what i make an hour, and it will take longer than an hour to get my refund, they're offering me a lose lose proposition and believe me they count on it. I try to take that into account before I buy.
Besides, I don't want to buy things from people who only did the right thing because someone was willing to call them on it. I figure I can't trust them to act in my best interest and I don't want to bother wasting the energy staying on point with them, ever vigilant for the lurking bamboozle. Only way to win is not to play, you know? At least that's how I see it. I freely acknowledge that there's other ways to see it -- this one's mine. :)