Yep, Had much the same thing happen to me, except on a larger scale. I had ordered an item and requested it be shipped such that I, and only I had to sign for it, it wouldn't be dropped off, and no one else could accept shipment. Well, long story short, I found out it had shipped and been delivered. So I went down to UPS and got the girl to get the paperwork out. it had shipped right, my signature required. The driver had left it on the porch, no signature of any kind was gotten. I asked her if she knew why it shipped with a HAZMAT ticket. Because the [bleeper-blanker] stole a CRATE of ammunition. Oh yeah, many pants were wet that day.
Bottom line, I won't do business with any outfit that WON'T ship USPS to my PO Box.
As for KnivesShipFree, Derrick's response doesn't surprise me a bit, it's just how they do business there, and why I do mine there.