If it's a local purchase then I would return it, but if it's overseas, no, since I inquired, and the cost of shipping from my country to abroad can be pretty expensive. So I would just file for a dispute than return it back, especially if the item is very cheap.
I never experienced this kind of problem in my entire life. When I order online, the items that I bought are always in a good shape. Maybe I am just lucky enough to never experience that. If you encounter another experience like this to an online shop, I would recommend you to contact the shop and discuss the problem. If this does not work, then blackmail them. Tell them that you'll give them a bad review.