Put a requirement, disclaimer, or order condition, whatever you want to call it on your website that in the unlikely event that your art gets to you damaged and you want to make a claim for a new set, you must first provide a picture of the damaged art or do not order in the first place.
Further it is just about unheard of for a business to send out a second item free of charge prior to receiving the original damaged item back first. To request that is ridiculous IMO.