I can't tell you how many times this same thing has happened to me. I actually stopped going to the pet store nearest my house because the employees there act disgusted if they have to pick up mice and put them in a box for me. On more than one occasion I have found dead mice in the box as soon as I get them home.

To go along with what you were saying, no mice I have ever purchased were stressed out by being in the same cage as a snake. 9 times out of 10 the mice in my snake cage end up eating away at the grass and plants and climbing tree limbs the entire time.