That's correct, the handling of them during the shipping process can damage the eggs. The air cells can become detached and misshapen causing Sadle shaped air cells. It can also scramble the yolks of the eggs. 
https://www.backyardchickens.com/a/hatching-eggs-101 This link has incubation techniques for hatching shipped eggs it also has pics of damaged air cells.
It's reccomended that after receiving shipped eggs you let them settle in egg cartons for 24 hours pointy end down. I've not used a broody with shipped eggs but have have had success with them in the incubator. I incubate them set very upright and hatch in cut down egg cartons so that the air cells stay in position.
Shipped eggs that I have recieved have always come in polystyrene, like an egg carton the eggs sit in the polystyrene then another piece goes over the top of the eggs. The two pieces are then taped together to hold the eggs still.
Hope you have better luck if you try again.