The OP is from the UK so its possible somehow it got lost in transit? It is their fault not yours.
I remember i bought rims from a fellow member and he made UPS package them and insure them and when they came the boxes had all the rims exposed. I contacted them and they told me it wasn't their fault and they didn't package them. I contacted the seller and he went to the UPS store and contacted corporate and made it right. At the end both parties were satisfied and I got to keep the damaged ( superficial) wheels.
This is from a member and if the company doesn't make it right contact BBB and file a complaint against them.