This is something that may seem outdated, especially when we are used to different systems in other European countries, and can be surprising to discover, but yes, indeed, ÖBB tickets cannot be refunded once they have been generated in PDF / print-at-home format even if the fare category is fully refundable.
For your future Nightjet ticket purchases and ÖBB trains in general, you can get tickets in different mediums that are valid for travel, yet still refundable:
Classic rectangular train ticket on security paper, from ticket machines or at a manned counter at the train station
Using the ÖBB mobile app; the ticket appears on screen
The Nightjet website issues PDF tickets only, but is convenient as it is translated in more languages and focuses solely on the sleeper train connections.
I guess this is because there is no generalized reliable way to check that a print-at-home PDF ticket is still valid once checked on board the train.
ÖBB can sell tickets for travel in neighboring countries, especially in the East using sleeper trains (Slovenia, Czechia, Hungary, Romania, Poland and as far as Ukraine IIRC). Sleeping car or couchette attendants from some of those countries are trained on different procedures, can be a little more challenged with smartphone-based ticket checking and do it the old-fashioned way. The booking information systems may be interconnected, which is not necessary the case for ticket-checking ones.
A Czech couchette attendant let me in with a print-at-home ticket without scanning the QR code on his app. He only checked the writings in the boxes - arranged like a regular station-issued ticket - and wrote down the ticket number on some documents. Had I canceled the ticket before travel if it was possible, I would have defrauded the railway company without anyone noticing.
I advise you use the ÖBB app next time to book your sleeper train, if you want to have the convenience of not risking to forget the ticket creation step and keep it refundable per its tariff conditions. You may need to do more filtering, as it sells all the day connections and presents some weird mix-ups of part-sleeper-part-day-train itineraries that can still be done using a single sleeper train.