I would agree to that. Nightmare scenario - this is the beginning of identity theft/fraud. The baddies now know: who you are, what you shop, home address (and probably phone number), habits, age/gender. All a good setup for a bad story.

Also if you don't aggresively react to this (e.g. file a complaint, get your money back etc) they also get the info that you don't pay so much attention to these details, and that puts a bigger target in your head.

Also they presumably get notification about the delivery, so they have an idea if you're home to collect. If then they send a large delivery and notify "leave in yard" they've a pretty good idea an associate can drive past and pick it up once the "delivered" notification comes in.