This is one of the dangers in the "safe" business. All sorts of people sell gun safes, and these people may or may not really be in the security business. They may be in states that require licensing, but as a "retailer" are exempt. They may employ who knows who with little regard paid their backgrounds. We often find people doing delivery work for these retailers who also lack the proper licensing and insurance.
Compare that to most real safe and vault companies that are properly licensed, insured, and have well vetted and trained employees.
You roll the dice, you take your chances.
The OP appears to be in Virginia, and that is a state that licenses locksmiths:
A locksmith is any individual who performs locksmith services, or advertises or represents to the general public that the individual is a locksmith even if the specific term locksmith is substituted with any other term by which a reasonable person could construe that the individual possesses special skills relating to locks or locking devices. This includes words such as lock technician, lockman, safe technician, safeman, boxman, unlocking technician, lock installer, lock opener, physical security technician, or similar descriptions.
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You are required to possess 18 hours of training, will be fingerprinted and background checked, and must be bonded and insured. If you question the legitimacy of whomever delivered your safe call them and ask for their license number. If they can't provide that, then there's your answer as to whether or not you should be concerned.