It seems counter intuitive but it was a bad idea for the shipper to cover the box in Live Animals or Live Reptiles. All that is required for Lacy Act is to write "Live Harmless Wildlife" normal size with a regular pen somewhere near the label. This is also what SYR recommends.
Many Fed Ex workers do not like reptiles. They often do not treat regular packages well as it is but I've read many stories about the workers drop kicking and shaking packages marked live reptiles. It isn't inconceivable your delivery person didn't alert you on purpose.
I agree, picking up is the best way to go. Just ask the seller to have the package held for pickup at whichever hub is closest to you. They are usually ready for pickup at 9:00am.
Good post. Luckily my local HUB lets me grab them at 8:30.