Wronger than a wrong thing - as proven by the fact that they contacted the courier for you anyway. The retailer is the courier's customer, not you, so if it goes astray, it's on them to chase it up, and on them to make things right with you if it goes wrong - that's what insurance is for.
It has happened to me before, not a fake "delivery" but a Sire D5 just disappeared like a fart in the wind between Thomann and myself. I contacted Thomann about it, and to give them their due they didn't wait too long before giving it up as lost and sending another one.
How the retailer deals with this will determine their competence and worth. If it goes badly, I'd like to know who this retailer is so that I can avoid them in future.