Having spent my life in the freight business, the usual culprit is the shipper doing a lousy job of packaging, which sounds like the case here. When I pack something up it stays packed up unless you really go out of your way to mess it up, but then I'm experienced (for a variety of goods). Likely the delivery driver had little to do with the actual damage but no excuse for running off either (but if the shipper didn't require a delivery signature or your office has previously waived such, that can make it more difficult claim-wise), but who knows how busy a route that driver has...
Just how much did you pay the shipper for packing? What was the value of the bike? Unlikely you'll get any more in a claim than the damaged goods. How the hell did the axle come out of the wheel just from shipping? You mean skewer?