A major principle of decision-making is that one should compare an option to other options you currently have. Much angst and suboptimal behavior is caused by people instead making their decisions based on comparing an option they have to an option they don't have (just in case it's not clear, I mean "option" as in "a possible course of action", not "stock option").
Suppose there's a new phone coming out that you're interested in. The only places that will be selling it are Website A and Website B. Website A says that if you pay a $2.55 reservation fee now, you'll be able to buy it for an additional $130. Website B says that they haven't decided what price to sell it for yet; they'll let you know when it comes out. $132.55 sounds like a great deal to you, so you pay the reservation fee to Website A.
Now the phone comes out, and Website B says they're selling the phone for $130.55. Which website should you buy it from? Getting it from Website A means paying a $2.55 reservation plus a $130 purchase price, for a total expenditure of $132.55, which is more than what Website B is asking for. So it appears that Website B is a better option.
However, that's comparing "pay the reservation fee and then pay the purchase price for Website A" to "don't pay anything to Website A and buy it from Website B". But that's not an option that's available to you anymore. You've already paid the reservation fee. It's what's known as a "sunk cost": it's a loss that you've already incurred, and is not affected by any future choices.
The reservation fee is lost regardless of which website you buy it from. If you buy the phone from Website B, the total amount of money the phone will cost you is $133.10. So given your current options, Website A is the best choice.
When your buyer bought the call from you, they paid a $2.55 premium, or "reservation fee", for the right to buy the stock for $130. The total cost of buying the stock using the call is $132.55, which is higher that the cost of just buying the stock on the exchange. However, just buying the stock on the exchange is not an option for them. Their options are to lose the $2.55 and pay $130 to exercise the call, or to lose the $2.55 and pay $130.55 to buy from the exchange.
The $2.55 is lost either case. One doesn't get one's money back if one doesn't exercise the option. If one did, there would be no point in selling options.