NAL. As much as it may suck, this isn’t a hill to die on. Send the check back with a thoughtful note thanking him for his generosity and blaming the money’s return on company policy. Also, make sure to take steps to cover your ass. Bring the check into your supervisor’s office along with another co-worker. In their presence, use a permanent marker to write “void” across the front of the check and cross out all but the last 4 digits of the account number (so no bank will cash or deposit it). After that, scan a copy of the check from a work scanner to your work email account before sending it back. If a previous commenter is correct, and the reason for you being made to decline the money is to avoid the appearance of bribery or other impropriety, you’re going to want evidence showing that you did the right thing in case this ever comes up again.