Since this is BrickLink, yes, of course, you can take a defensive stand with your buyer and claim you did your job. Don't think there is much the buyer can do - perhaps file a claim with Paypal?
However, the best thing to do, especially on a friendly marketplace like BrickLink, is to help out your buyer without immediately assuming you will eat the cost. Help him take the right action steps to get this resolved. Assist with providing proof of shipment (and weight). If possible, use the PM insurance to cover him where needed. A little goes a long way.