I have had UPS come up onto my porch, slap a note on the door, and walk right back to their truck. I did not even have a chance to finish descending the stairs when I heard the truck take off. I called them and let them have it, and they came back around and delivered 4 hours later--for me, fortunately, everything was ok, but I believe the OP when he says they did not knock. I didn't even have a chance to get to the door.
This is UPS's fault, but this isn't the shipper's fault, and unfortunately, because UPS doesn't guarantee live animals, there isn't anything you can do about it.
If it were me, and I guaranteed live arrival, I personally would honor this one, but I also understand why the seller is reluctant to do so.
My suggestion is, when using UPS, do NOT require a signature for delivery (and make sure those you buy from aren't requiring one). If they put the box on the porch, then while they're driving off in their truck, you can be unpacking your animal. There's less security in that in SOME ways, but given UPS driver habits, my own experiences, and stories like this, I honestly believe it is safer. You can see on the UPS site very soon after the package is delivered, and do a follow up call to the buyer to make sure they have taken it in.