Me being the devil's advocate again
Always sad to read that someone does not get what they hope to get.
I checked the seller, he or she sells all sorts of antiques and brocante. I did not see any straights so they might argue they found the razor in the box and therefore presumed it was a Henckels razor. They can claim they did send you the razor you saw on the picture so you got what you bid on.
Continueing as the devil's advocate: I checked with my Henckels and even with the blade between the scales you can still see the Twin sign and J.A. Henck.. stamped on the tang.
I am afraid that you met a seller who did not know more about Henckels razors than you did at the time of the transaction.
OTOH: if he's a half decent antique's vendor he may offer you a partial refund or a full refund if you send it back to him. It's worth a try. However my experience is that corresponding with sellers after the transaction is completed is far from satisfactory if you even get a response.
I am afraid you got to live with it as it is. Hone it up and it may be a surprisingly good razor.