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.
He didn't cheat anyone. He saw a low sell order and bought it. It was exchange fault and alos seller's mistake.
He should nit be blamed for this.
That said, op must be considerate and return the BTC because it is not fair to take advantage of someone's mistake.
But a person's mistake, is another man's opportunity. That's how the world works, even true in trading. I believe that it's 100% at exchange fault since it's clear that the buyer didn't do anything against the exchange rules, in fact, it is stated that once a trade is done, then there's no turning back. I think what's more illegal is that they are forcing the buyer to return the money when he made the transaction legally.