I've never seen that either. It may not be a problem though. Honestly, the best hatch rate I've had from shipped eggs the eggs were wrapped in infant diapers with wadded up newspaper around them.
The breeders I've dealt with use 1-2 day shipping. In all but one case, the eggs were held for me at the PO. Sometimes they will call and let you know it's there, other times they don't. I would give your PO a call to ask about your package and if it isn't there yet, request that they call as...