Crypto exchange transferred the ETH twice to my account

Hi guys,

I made a transfer of $250 worth of ETH to my wallet from a crypto exchange in Canada. The crypto exchange transferred it twice by mistake and now I have $500 worth of ETH sitting in my wallet. Recently I got a message from the exchange stating either I have to return the additional ETH back to the exchange or they will debit the existing ETH (if there is any) or equivalent dollar amount from my account. Since I don't have any ETH sitting on the exchange, my total balance in the exchange went to a negative amount and they also restricted my withdrawal privilege from the exchange.

What should I do now?

Please give your valuable feedback. The only thought I have is if in case I made a wrong transaction to another unknown wallet, will the exchange do the same thing to me by recovering that crypto for me. If the answer is no, then I don't know what to do.

Note: Spammers, please stay away, I'm not going to respond to any of the chats trying to help me in this.