Yeah some customers just don't read - titles, descriptions (even when Etsy isn't playing peek a boo with the description), text in photos, etc. They don't even always look at all the photos, but it can be worth adding information there. Could you take a photo of the record itself where it isn't sealed? A close up of the label but with enough of the vinyl so it is obvious what it is might make a nice detail shot.
Regarding the review - at least it had text, it's worse if they don't say anything at all and just leave a poor review. It is obvious the buyer made the mistake not you, so I wouldn't even reply, although you could say you offered a refund on return (if that is your policy anyway). Any reply is for future customers to see how you handle problems, but don't blame the customer at all even if it is their error.
