People don't realize that there are two legal systems in the United States, this is a civil issue, and only the criminal justice system the police have jurisdiction.
You've reminded me of something here in the UK..I go in a petrol (gas) station and while I'm waiting to pay, there's a sign which say it's a criminal offence to drive away without paying. Unless the fuel companies enjoy the protection of a special law, I find it doubtful that this is valid. Owing money for goods purchased/services rendered hasn't been a criminal offence in England as far as I know, for a long, long time (i.e Charles Dickens era).
I don't know about the UK, but the state I live in has a SPECIFIC law for driving away without paying for fuel. I believe the 'on paper' punishment is one year in prison, max of a $10,000 fine, and a suspension of your license (I think for one year). I believe they cite it as a form of tax evasion. BUT, either way, there is a serious difference here. If you buy the fuel 'on credit', with an agreement to pay but you don't pay, then it's a civil issue. If you take the fuel with the 'owner' of the fuel expecting you to pay immediately, with no agreement for delayed payment, then you are STEALING the fuel.
If I don't make my house payment, the bank will file a lawsuit against me (foreclosure) and will take posession of the home. The police will be there to secure the building and supervise the bank removing my personal belongings, but ultimately it's a civil matter, I won't go to jail for failing to pay my debt.
BUT, and here we go again, bouncing a check IS a crime. If I right a check for a product, and the check doesn't clear, it's a crime. If the check was for over $1,000, it's a felony that could result in prison time. But, then again, it's not about owing money that a lender agreed to let me owe, it was about agreeing to pay for something, taking the product, and not paying for it.
In THIS case, I agree with others, this is NOT a criminal issue. If you were given counterfeit goods, it would be, since that's a crime. So, if I went to a store and bought an Apple iPad, and I got home and in the box was a piece of wood, or a chinese knock-off android tablet called an "I-Pad Pro Edition Super Ultra Max" or something, THEN I could involve the police in someone selling counterfeit goods (Selling me a knock off tablet, and telling me it is an authentic iPad). But even THEN, I would only get compensation if I sue them, the police will only handle the criminal side of things, and they will NOT just 'let it go' if they give me the money back, so there is no 'threatening' with the police, if they have committed a crime, the police will investigate and the prosecutors will prosecute, whether or not you get paid is none of their concern. Some prosecuting attorneys might incorporate reparations in the judgement, so in a couple years, you MIGHT have a court order requiring them to pay, but it all depends on how good their defense attorney is! If you want to get paid, and feel you have been wronged, file a suit in the civil courts. You have a legal right to settle debts over $20 in a court of law. You paid more than that, and feel that you were wronged, so let a court decide!
Though, I would still push the refund. It would be much easier and cheaper to get them to comply, rather than sue them. Be polite, but stern. As a last ditch effort, say "You know, I really need to get my money back for this lens, I don't think you were honest with me, and I might have to consult an attorney about what I need to do beyond this if you won't give me a refund". You might get a response like "Oh, well, no need for that, just bring it back" and probably a "But, I gave you a great deal" or other guilt-tripping or even name calling, but who cares, you'll get your money back.