I bought a house in a new development...for the first year it seemed that about half my packages were marked "return to sender, address doesn't exist" by UPS and USPS. FedEx never had a problem.
And about 5y ago I bought a rifle, had it sent to my FFL, only for it to be left on the doorstep of someone's house. Person called the cops, cops got the rifle over to my FFL...but seriously, UPS has no ability to mark sensitive packages and track/handle them any better than a simple order of lipstick from WalMart.
With all these UPS stories I'm surprised we haven't heard of a missing gun finding its way into a minor's hands, someone getting hurt, and UPS getting sued. It'll happen one day and UPS will just stop carrying firearms/powder or something equally as ridiculous in response.