Whats the risk of not doing so immediately? Im not too familiar with PayPal scams, was under the impression you had 180 days buyer protection?

There is no risk in waiting a few days to file a claim.
You will only have an issue if you already made a mistake (paying in 2 payments for 1 item, send it via friends and family)
When I filled mine I was using it as a tool to force action on the sellers part. He responded within hours of the claim; then took offence ( even though the dispute/claim can be cancelled if he just fulfilled his end of the deal)
So all you are down to is losing time.
Thats why I said file immediately.... force the hand of the person you are doing business with, especially if they have been unresponsive! Just my $0.02