Can Xi 'an sellers complain if they don't issue invoices?

Yes, you can call the national tax department at 12366 to complain.

"12366 tax service hotline" is a special telephone number for the national tax authorities that State Taxation Administration of The People's Republic of China applied to the Ministry of Information Industry for approval in 20001year to meet the needs of strengthening and improving tax service.

To provide services for supervision, complaint and investigation of illegal acts. The tax system of 36 provinces and cities (2 1 national tax, 15 local tax) has opened "12366 tax service hotline", and some jurisdictions have opened 14 provincial tax authorities.