All the Filcos I bought from China, Taiwan, or amazon all came with a puller. I would not be surprised that a shady shop in hong kong pulled the bundled puller and keycaps out of box when they saw your friend who might not know much about keyboards.
If the key is not bouncing back up, either something is stuck, or the spring broke, which is unlikely. Pull the cap with homemade key puller made with paperclips, and use compressed air to blow into the switch. If that doesn't work, you will have to open the case and desolder the switch, open it up to see what is wrong inside.
Since you brought it from hong kong, you have no warranty anyway. Good luck!