Let's be honest, if you are buying from HK/China you know you are taking a risk anyway. BUT, when I have complained about parts not turning up, so far... HK/China ebayers have been excellent about a refund so far, so I can't knock them for that.
The light from MTBBatteries is generally of a better quality, but even 'magicshine' have been accused of having crap circuitry to it's not always better to buy more expensive kit. Occasionally, you manage to find a gem in the cheap stuff. I think getting a cheap light actually helps you decide what you really want and need in the future.
P.S. Just after passing cyfa2809 tonight on the way back home tonight, a cyclist on the pavement beside me (facing me) helled out "You trying to blind everyone!?"... so even though I had tried to angle my head light and handlebar lights away from the traffic.. you can't please everyone!!
p.p.s. Just going down stairs to get my XM-L light and will endeavour to take it apart to compare for you