Earlier quoted context omitted.
They send you something by accident? And you are allowed to keep it? Nope thats not how it works. It doesn't. He is probably even by law obligated to tell. And yeah there is still something called moral/ethics.
No. They sent the package and then immediately threatened legal action for their mistake . That is a much different situation. If I were OP I would be personally insulted at this point and would make life as difficult as possible for the parties involved. Nintendo should have a better grip on their customer service. They've had over a century to figure it out.
You don't need to become a dick only because someone else is one.