USPS will usually leave a package if it is not delivery confirmation or insured. I actually prefer this because I am not usually home when the mailman arrives. It's a convienence, because I am a 5 minute ride away from the post office and I live in a nice neighborhood. I also prefer USPS because it's far less expensive than UPS or Fedex's 2/3 day delivery options.
This sounds fishy, because if they leave one notice, they're should leave an additional notice on the second day and then return it to the Post Office on the third day for you to pick up.
Marty and Bob gave great customer service when I ordered my bars.