If I recall, if someone sends you something in the mail, and it is properly addressed to you, it is now legally your property whether it is a mistake or not as it is considered a gift. Otherwise, people could send you crap, and then demand it back because it's a "mistake" and you'd be legally obligated to return it to them at your time/expense.
Still, if you decide to contact WL about it and they want it back, they had better pay for the return shipping. After all, you're already inconvenienced enough having to contact them in the first place for something you don't actually have to return.
Some other food for thought: as you should not be shipping that laser back to China using the same sleazy misidentification that WL uses for their packaging, it may cause you problems with customs and/or restricted/prohibited goods. After all, this is a non-FDA compliant, high-powered laser, not some books or cookies or something benign. You don't want to be left footing the bill, or blame, for shipping such products or technology abroad, even if it originated from China to begin with. WL should have a liaison in the states to receive such packages much like DX does; otherwise I would not bother, no matter what your position about returning it is.