yes, you are doing right with leaving the message in order。
I think you didn't return the back to China before, cause it's really costly. in most case the shipping fee is more than the item price.
If you are dealing with $50-100 average order value, then you are correct, you should return and get refund.
And good news is, Aliexpress is launching domestic return, in the future, you can return the package to Aliexpress warehouse instead return the package to China, There should be Aliexpress warehouse in major country.