What part loose in the box, exactly, do you think caused that dent? Because it certainly is a strange pattern and shape of dent. It looks like thread makes, but there is no way I can think of that the threads of the axle would hit the bottom of that dent. I thought maybe the locknut? How about a pedal spindle.

Anyhoo, should you fail to get reimbursed by the seller (although people seem to be suggesting you have options for dealing with this), and you can straighten the tube out (which you can probably do with the help of a good bike shop), you can feel safe riding that... that simply is not a dent that will cause problems anytime soon on a non-super-light-weight frame. This is why you bought a sturdy steel frame, my friend!

Good luck!