FBA shipment shows delivered - Amazon lost it & closed "Investigation". HOW??

I sent in a small, 2 box FBA shipment and 1 of the 2 boxes was received into inventory . The other box with only 2 items was delivered according to tracking and UPS tracking shows delivered with proof of delivery, but it was lost by Amazon. at the warehouse level. Yet Amazon has "investigated" and closed it out with the reason "Investigation completed – shipment contents counted and confirmed".

So how exactly did they count and confirm the contents of the box when they don't even have it since they lost it somewhere? I understand that now I have to prove ownership of the items even though they lost/misplaced my shipment, but why is that even necessary? The box was delivered and they lost it. Pretty unfair.