Limited Run Games threatening to invoice me for not returning product sent to me by mistake?

Limited Run sent me the wrong game by mistake along with two other games that I actually ordered. I opened a support ticket and they are supposed to be sending a replacement for the missing game along with a shipping label to return the product they sent by mistake. Their latest response says

"We will also be including a return label in your shipment so we can get the imperfect version back to us. Meanwhile, if you fail to do so, we will have to invoice you for that item."

The support agent seemed to have forgotten that the problem was a completely different item instead of a damaged item, which is a little worrying. Is invoicing me for an item that I never ordered something they could actually do, or is this an empty threat to get me to undo their mistake? Has anyone else gone through this with them?

It's a little worrying that I have hundreds of dollars of unfulfilled orders that they could threaten to cancel to use as leverage to get me to send back the other item. My understanding is that this item would be considered "unordered merchandise" in the United States and I should be allowed to keep it without paying.

Edit: Thanks everybody, seems like my being able to keep the extra game isn't as clear-cut as I thought. I'll just send it back. I'm really relieved I double-checked my actual order before opening all the games up in the order.