I have never work in centralized exchange, but my speculation is address on CEX isn't always belong to one user, when the coins belong to CEX, what you seen on the screen is off-chain version, not on-chain.

I believe that they have a rule like "we're not responsible if you sent the coins to wrong address" because deposit and withdrawal are different, you can't win here.

This depends on them, either they want to refund the money or not.