Found this, which is a better answer:
"merchants are not responsible for delivering Marketplace items. They pay Linden Lab a 5% fee on every sale, and Linden Lab takes care of the money and the delivery. Deliveries do fail sometimes, often because a recipeint either refuses delivery accidentally or because s/he is in busy mode. (If you're in Busy mode when someone tries to send you something, the system can't deliver it, so it deletes it instead.)
In any case, merchants understand that accidents happen and many of them will redeliver a purchase, even though they are not required to. They'd prefer to have a satisfied customer."