I doubt a police report will do much. It's across state lines, and it is not even $500 worth. Guys on AR15.com were talking about dusting for fingerprints and soil samples... police aren't going to waste their time doing that, sorry to say. As others pointed out, there is no Federal protection since it was sent via private shipping. You can file a report but I suspect it'll be forgotten about come lunch time.
I'm leaning towards the seller being nefarious in this case. That or someone at FedEx went through a lot of trouble to repackage it. I noted in the pictures that there are extra strips of cardboard at the top and bottom of the bottles, as protection for them to not poke through the sides.