I'm not sure if that's just how it works.... With Paypal at least (and I assume CC companies have a set of protocols as well) you normally make a purchase protection case for one of two reasons:At this point, I would most definitely start the process of filing a dispute. If your cells come intact, you can always cancel it. If you push it too far past the dispute window, you may never get your money. The longer you go from the time of the incident, the lower your statistical chances of recovering money become. F**k "rocking the boat".
-The items purchased were never delivered ("Did not receive" or DNR)
-The items were damaged or not what you ordered ("not as described")
When you try to make a dispute for having not received the item, the seller providing tracking/proof that the items are currently on the way will definitely cause paypal to close the dispute in the sellers favor. I don't know if it would do anyone any good to begin a DNR claim for items that are currently en route to them. I could be wrong here, I've only had to deal with this a dozen or so times over the years.
'Not as described' claims are a bit more complicated as they want you to show the damage and then I think they want to try to establish whether UPS/Fedex is responsible or if the problem was with the seller/supplier.