I don't think he has no choice but to return it just like what you have said they know his address and name. But I think it's the exchange's fault and not the user the good thing to do is to maybe give the user a reward for returning the Bitcoin but if the buyer becomes greedy well I'm not sure what will be the PDAX's move after that.
why? them knowing this person's address and the name is not a reason to return the BTC he legally bought. them threatening to take legal actions(which is BS since there is a rule on their ToS stating that "Orders, once executed, are final and irreversible.") against the person who bought the BTC is just a way of harassing person and hopefully return the BTC without a problem.
but if the buyer becomes greedy well I'm not sure what will be the PDAX's move after that.
just like what in the photo states PDAX will be compelled to take legal action against the guy