That's not even remotely my problem. If I pay for something and don't receive it then I'm leaving a bad review.
Exactly, leave a bad review. But leave it at the right place so that this review will have an impact.
Say you buy a new car at Honda and the salesperson scams you. You would not go on a car review website and review the Civic with "1 star, the salesperson was corrupt". You would call the dealership and tell them "this salesperson is crap" or you would call Honda headquarter and tell them "this dealership is ruining your name".
Why would this be different on Amazon? When a marketplace gives you a bad experience, you review the marketplace itself or the seller. Not the product, the company who makes the product has no control over the marketplace.