It's possible the coins they sent you were 'change' from a previous withdrawal they made to someone else, and so they don't see the address in their wallet. That doesn't mean they don't control the address however.
The coins they sent on your behalf probably either came from a change address or somebody else's deposit address. In the first case they should still have your coins, but in the second case they will have been seen as a deposit by this other mtgox account holder, and may well have already been withdrawn by him.
I don't see how mtgox can claim that they don't control the address from which they made your withdrawal however. That sounds impossible to me.
I don't see why Gox would do this but you could conceivably have a third party handle your hot wallet and in that case the coins would go to the hot wallet handler. As annoying as it is it doesn't seem like Gox' responsibility to sort that sort of thing out. Ohh, I just saw it was 17 coins, good luck.