Well, it's up to you but I would at least give them the benefit of the doubt, unless you know for sure or really think they did not mail it on time or whatever. I've heard the marketplace sellers pretty much get the short end of the stick. I sometimes wonder how they make any money (though postage costs quite a bit). Also I think the ones that really make money are rather large companies that just change their name from time to time.
Anyhow, a bad review can really hurt them, but do it if they deserve it. If they speak to you and try I would at least put that in the review. Sorry you are having bad luck with this. I've been super lucky really. I used to buy a lot from them, not so much anymore (I'm poor!). Also amazon keeps jacking up the shipping prices.