Similar thing happened to me a month ago - seller emailed 30 minutes after the close that the auction was a mistake and don't bother paying, as they wouldn't ship. I emailed the s.o.b. back for confirmation of his intentions and got no further replies. Then I went the online resolution direction after getting the payment reminder, but was getting fed up until I finally got to the point where a phone # for ebay showed up (you get an authorization # something like 15 minutes to call). I called and expressed my concerns about getting gigged as a non-paying bidder and was told that since I had the message from the seller (it went thru my "ebay messages" as well as to my email) I had a solid defense against that, should the bozo try it. Was also told ebay would look into the situation further, but that they frankly can't force the seller to follow thru and complete the auction (as I expected). They can only hold the seller responsible for not following ebay rules and can restrict their future activities if deemed necessary.
I waited a week or so and never heard anything from ebay, but the payment reminders stopped. Then I found out I could leave feedback even though the auction hadn't been "completed", so I nuked the @sswipe seller with a "Liar and Fraud" comment about wanting to cancel after the auction close, and zeroed out the four descriptive seller rating as as well - the jack@ss now has a 50% feedback rating. Emailed ebay again and got a reply that I had basically followed the appropriate course via resolution attempt first and appropriate feedback.
I never paid for the item since I saw no benefit to throwing good money at a seller who'd already said they wouldn't ship, then trying and waiting for a refund.
If I were you, I'd go the resolution route first to get ebay involved and informed. Then wait a week or so for any results before nuking the b@stard's feedback and the descriptive ratings. Personally, I wouldn't pay and hope for the best, unless ebay specifically tells you that you need to - they told me not to bother, the seller's email was evidence he didn't intend to ship anyway.
Contact/call ebay and don't give up easily. You might have more leverage with/thru ebay since your seller is active and less than a year registered. Play up the "possibly stolen" comment with ebay as well - do they really want sellers trying to fence stolen property but only acknowledging it after the auction close? Wonder how concerned the seller would be had the sockets sold for considerably more....