I can understand if it were sent on the wrong network, or with the wrong memo, but the request here was to transfer ETH on BASE, they provided a BASE deposit address, and I sent the funds on BASE through Coinbase wallet which is not exactly an obscure wallet. In fact I think BASE network is run by Coinbase.
So obviously they should be able to handle this or, at a bare minimum, refund the coins since they control the address. Or give me the private key to the address and I'll do it myself.
Most exchanges can handle mistakes like this. They can retrieve the funds and if they will have to do it, they can without any doubt. But with what I've seen with exchanges (not instant) they are charging fees and anticipates that there will be users that will create a mistake of sending it to the wrong network. But in your case, it's different. Whether they believe you did a mistake or not based on what you're telling us, the funds should be intact on that provided address which means if they own it, they have it.