This is incorrect.
The seller doesn't have a return policy nor any statement on who pays initial shipping in the event of a return, however, as pointed out, although the buyer isn't complaining about the "new vs. pre-owned" contradiction in the listing, the shoes are legitimately SNAD and the buyer can win a dispute based on that. And in filing SNAD, buyer will get her original shipping reimbursed too.
That said, the seller also wasn't clear about the sizing of the shoes. They're marked 9.5 which according to the OP is in EU sizing but the shoes themselves don't indicate that it's EU sizing. Yet the listing states that they are US 10.5 -- something that is nowhere marked on the shoes!!
In a case like this, if I were the seller, I'd apologize to the buyer for the confusion and pay for return shipping. Had the listing been clearer, the buyer may not have purchased or she may have bought and understood what size the shoes were. My humble opinion is that the reason for return is seller error and the buyer shouldn't be out money.
ETA: By "seller error," I don't mean that the seller's description was wrong; just that it wasn't clear or complete. And the seller should have been crystal clear so buyers would know what they're getting, what to expect and how it's labeled.