I have an incredibly hard time believing this. Either you sent them an empty box or someone took the time to open it up, steal your broken iPhone, retape up the empty box, and continued it on its way to Apple. Which seems more likely?
This makes the most sense.....was the package insured? I would go through UPS and not even involve Apple. A package was sent and the contents are missing........Until a defective phone is in their hands......Apple could not possibly help.