.
My suspicion is that the package was picked up in a scan, and sent for analysis to check for possible money laundering. Sending a loaded wallet is obviously a way to transfer funds with them being recorded on the blockchain. I haven't used any hardware wallets, so I'm wondering how easy it is for government agencies to check for stored Bitcoin in the wallet.
This might be the case, may be the agencies suspected it moght be a means of sending laundered fund and decided to do some digging but it is nearly impossible to really break into a wallet they don't have a key to if at all the wallet was pre-loaded with funds. Or looking at it from another angle, it might be a delivery agent try to play smart and not really the government