what isn't mine

I ordered two bags from Zalora, a popular online shopping website in my country. After a few days, the package arrived with three bags in it. Was it a gift or was it a mistake? I don't know how other people would react to this situation.
As for me, I sent an email to customer service and asked them if there was a mistake in packing the bags since I only ordered two bags. They confirmed it. I asked if I could just pay for the bag. They refused the offer and asked me to send the bag back. They gave two couriers where I could send the bags back for free.
I went to the nearest one but they refused to accept it because they didn't deliver it to me and they asked for a receipt. Receipt? That bag didn't have any because it was an extra bag added to my order.
I traveled one hour to go to the other courier. I explained to them that the bag was mistakenly added to the package hence there was no receipt. Guess what? They told me to leave the bag without giving me any acknowledgement that i returned it nor any receipt. Of course, I got the bag back and sent an email to Zalora to just get the package from my house.
Thinking back, it wasn't a mistake on my part and yet I experienced such a hassle. I spent time, effort,and money just trying to return the bag. However, my conscience didn't allow me to keep mum about it. I have to return what isn't mine.