GENERAL WARNING CONCERNING DELIVERY
Be sure you inspect them good when they come, make sure they cluster well to the feeder can, and the bottom of the box should barely be covered with dead bees, they should have a healthy shine (not wrinkled or prunish looking) and give the box a healthy shake in a downward motion JUST ENOUGH to break the cluster loose - they should BUZZ loudly as they reorient themselves to the cluster position.
File a damage report immediately if you think something is not good with them - that way, you buy a little time to install them. With a written statement of possible damage, you are covered if they all drop dead in a day or so (for example if it's too cold to install them and you need to keep them boxed). The only responsible people are the postal service, they are certified healthy at shipping from the bee supplier, so your only recourse is with the postal service - and even that can be difficult if the post office wants to argue the point.
There could be a lot of things - fumes from transport vehicles, cold damp placement near doorways at loading docks, etc..