Their T&C does state that "28 days after the sale our books are closed and no refunds will be made for any reason, and no returns accepted." Hence, I think you have passed the window of returns.
Otherwise, I agree with Mike that it would be very bad for their reputation not to accept the coin in the damaged capsule. Although auction houses are not obliged to describe every imperfections (and esp to the case and capsule), ignoring complains of this type would again cost them in reputation.
I once brought a slabbed coin and the cracks on the plastic slabs were not mentioned. I never brought from them again.