Obviously I'd have preferred to keep it if they'd let me, but if they hadn't freaked me out with talk of legal action and been happy to say something to the effect of get it back to us within (e.g.) 30 days, I could've organised to post it at a weekend I wasn't working.
I couldn't include everything in the whole exchange in the article, but they did suggest collecting it from a place of work - but I don't have one, just my client's site, which isn't an option for that, which was explained.
In any case the courier has now collected the Switch, so at least I should be able to put it behind me.