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The DOT answers this question.
What if I purchased or reserved my ticket through a travel agent or online travel agency?
The 24-hour refund/reservation requirement for airlines does not apply to tickets booked through online travel agencies, travel agents, or other third-party agents. However, these agents are free to apply the same or similar procedures to provide equivalent or similar customer service.
If you purchased your ticket through an online travel agency (or other agent), you should contact the travel agent directly to obtain a refund before contacting the airline.
Yet another reason why you should never use these services.