Hmmm...that's odd.  When I had to file a 
non-paying bidder report earlier this year, eBay 
wouldn't refund me the fees until I left negative 
feedback for the bidder.  I took a look and it 
seems they no longer require that, since you 
didn't leave negative feedback for this...person. 
That's very nice of you ^_^, nicer than he or she 
deserves.

My only recommendation, one you probably are doing 
anyway, is to save all emails from this person, 
and all emails you send to him or her too, just in 
case eBay needs them to review the history of this 
transaction.

It's too bad that eBay doesn't have in place a 
'dead transaction' protocol to prevent retaliatory 
feedbacks when a transaction is voided.  Given how 
very unhelpful eBay has been to me when I have 
bidder problems, I doubt they have anything that 
sophisticated or useful in place.

He or she wouldn't be able to leave you feedback 
at all after 90 days, I believe.  You may want to 
email the bidder and explain that you /could/ have 
left negative feedback and didn't even though you 
are out of pocket for the listing fees.  That 
might head off any retaliation.

If this person does leave you negative feedback, I 
would suggest posting a response which will show 
up in your feedback profile with the idea that 
after a month of waiting for the payment, you felt 
sure he or she wasn't going to honor the 
transaction.  A sterling feedback rating is a 
wonderful thing, but if you have a reasonable 
explanation for an underserved negative, there 
shouldn't be any problems from legitimately honest 
bidders and sellers in your future.

Best of luck!