The wallet was sent P2p, and not from a recognised supplier. I suspect this raised a red flag, and customs decided to investigate.
That's the fact why they investigate it deeply. Usually when customs find something suspicious then they have right to open when its p2p. I have ordered Ledger package (Ledger-s+Ledger-X) from Amazon and I received it sealed. I am currently working on Middle East (KSA). But I have sent a Ledger-s to a friend in my native country but there wasn't any problems in the customs.