That's not true. I called Apple to change my shipping address from home to work and never received any sort of confirmation or followup. I did this for the 5,5s and 6.
From my experience, the confirmation email is only sent if you change it via the website.
Presumably you had to prove/qualify who you were though?
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That's true. But as it stands, I have ordered a product and have not received it due to somebody fraudulently acting as me. I have been a victim of fraud and have ended up £1300 down for no fault of my own.
Well...
This is unlikely to have been some unknown hacker, hacking your account to do this, which means it could well have been someone who knew you well enough to ring Apple, change the delivery details, gain access to your email to delete any corresponding emails and get your iPhones.
Are you sure (and you need to be honest here) your passwords and "reset my password" questions are not weak and obvious to someone that knows you?