You may have just been unlucky. However, if the queens had not been in the packages for long their scent may not have been transmitted to the workers in the package. One approach to get over this problem, beyond leaving them in their cages for a couple of days, is to spray the bees and queen with 1:1 syrup containing honey-B-healthy or to introduce her while the colony is undergoing a Thymol treatment. In both cases the scent of the lemon grass oil or thymol, respectively, over rides all other odors in the hive and a direct release quenn is accepted. It doesn't sound like this was the problem here, you didn't find a dead queen in the bottom of your TBH. A second possibility is they didn't like the smell of the hive and absconded because of that. Had they been painted, varnished or stained recently? I've been told it can take several weeks for stain and varnish odors to become acceptable to bees. Finally, they may have just taken off for reasons completely beyond your control.
PS. That's a fine looking apiary you've put together.