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Have guns refunded will ruin the economy; the amount people who haven't bought and have won through an event (it's impossible as far as i'm aware to be able to differentiate the two) could get them refunded :p!
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Could flag individual items as untradeable. Not condoning this request since it destroys the player-to-player market, but could help in the future with this kind of thing, such as "what about items from events?"
Also, why not just sell items to other players? Surely there is someone out there who'd like to buy it at a price lower than NPCs.