Customs differ from industry to industry. Generally, once it id delivered as designated by the buyer, it is his problem. In this day and age, the news is full of reports about having packages delivered where someone will be home, or having them held at the shipping company's local office for pick up. Of course the stupidity of some delivery folks is appalling. I once returned to my office late on a rainy friday afternoon to find a pile of packages sitting out in the rain. There were packages for each business in the building. Some of the packages had reams of special photo printing paper, one was a shipment of carbon forms, and most importantly, a package for me, a rifle shipped back after warranty repairs. The idiot from Fed Ex left the items outside in the rain swept parking lot, when an unlocked door to the rear stairwell was just 8 ft away. The rifle was wrapped in plastic inside the box and was fine. There I was in a suit in driving rain trying to move 70 pound cases of paper into the stairwell for the other businesses, Fed ex 's customer service rep, did not comprehend why I was complaining. The foreign voiced twit kept saying that I needed to fill out a claim form for any damages.
A friend of mine lost an expensive package to porch pirates about 5 years ago. I asked why he did not just have it shipped to his business. he is the owner and receives packages for his business several times a day.
In the few times, I shipped things, I always purchased insurance on the item ( and kept pictures) even if the recipient did not want insurance.
In a strict sense, the OP completed his duties when the package was delivered. Failure to safeguard it after delivery falls on the buyer. . Now what is legal, is not always moral or the right thing to do for business.
I would look the buyer up in his states criminal records. Almost every jurisdiction now has free ways to look up such things through their court system. I think Delaware is the exception. If he has criminal convictions, for what, fraud, theft, forgery, unauthorized use, etc. If his state allows it look up his civil court history. Some guys are very litigious and many states have a consumer protection statute that gives double and triple damages AND attorney's fees when the consumer sues and wins over an unfair practice. Then weigh whether you want to defend a suit in his home turf.
I worked retail in high school and the chain had a slogan that the customer is always right. And then I represented a car dealership and the slogan amongst the salesmen was "Buyers are Liars" At first I thought that was so callous, but soon learned that so many buyers try to rip off car dealers it is amazing. (for instance, a person brings in a car for a brake job. A cop shows up the next day saying the car was reported as borrowed and not returned by a relative. So the actual owner wants his car back and never authorized $600 in repairs., or they trade in a car saying their is no lien, and in fact, it is a duplicate title or forged title and the car is subject to a repossession. One customer removed the radio from his trade in while he was waiting for his new car to be prepped. He left cut wires dangling out of the hole in the dashboard.
Sorry for the side track. The OP must decide whether for customer relations to eat the loss. .