This is one of those cases where you have to just take their
word for it, since you didn't tear down prior to shipping it..

If they say it isn't from the engine itself, then
it's certainly possible that it got sucked into the carb.
(However likely/unlikely that may be.)

The only thing that's for sure is that you'll never know.
Still... in the future, an air filter would definitely not hurt.
(Well, as long as it stays clean, anyway. Check often)