One thing to remember: The US is being very cautious with packages these days. Letters move much faster than packages over the border. I've purchased Items on **** and waited four weeks for them to arrive from Canada even though they are less than 200 miles away. I know it seems like too much of an inconvenience. I don't like it either.
I agree with piper chuck its their place to have insured and tracked the package to you. If they took the chance of losing it without insurance it was their gamble. They may have lost.