I don't think there would be anything 'wrong' with just keeping them, like Ash said the company would've written them off anyway. But, I'm a big believer in karma and doing the right thing, so if it was me I would probably contact the company to let them know that they turned up and explain that you were actually planning on purchasing another pair and would happily pay for this pair now that they've arrived. Chances are they won't bother getting you to go through with the transaction, but even if they do it's not much money, but at least you can enjoy them knowing that you did the right thing.
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