There is no way around it when purchasing the label through eBay.
If the buyer asked you to change their address, the process within eBay is to cancel the order with the reason "problem with buyer's address" and the buyer can place a new order entering their correct address at checkout.
If you want to change the buyer's address without going through the cancel / new order process - which means giving up all of your seller protections on a non-receipt claim, payment dispute, etc - you'll have to buy the label off eBay.
