They always ship the glass and lights seperatly... They do this for a reason, you need to assemble the cage and seal it. The sealant needs to dry/air out for a few days before you put the glass on. I garentee that AP will send you another tracking number in a day or so with the glass/lights. I have ordered 5 cages from them and it worked that way every time.
They didn't try to rush it out, I have ordered T8's that are quick ship and a t12 that wasn't, same thing happened.