Has it changed recently? In November when my iMac was delivered I didn't receive an SMS, and I only provided my mobile number during the order.
It has been this way for a number of years. The SMS is sent by TNT to the recipient. I order up to 10 macs a year at different times (obviously not all for me personally, but they are ordered under my name), in addition to orders placed with Apple for accessories etc, and I am always sent an SMS of the morning the items are scheduled to the delivered (this has been true for deliveries both in NSW and WA).
The only reason that I could think of that would prevent you from being sent an SMS, is if your location was in a regional or remote area where the logistics centre was very small and did not make use of this service (which I doubt would be the case).
Slightly off topic: My sister did complain that she didn't get an SMS notification the day her iPad 2 was delivered (she knew it was coming anyway as I told her). I logged into her Apple account and she had an old mobile number from years ago still as her contact number.