foundationless shouldn't be a problem. that's how i used to start packages.
i'm wondering if it was just the bees. i don't think the company should be expected to replace your bees, but it might be worth calling just to see if this has happened to others. some strains of bees seem to be flighty like that. if you are not alone, it might be something with the bees they raised this year. if nothing else, you'll know to order from someone else if you try to get new packages.
i think they have a good rep, so if it's happening, it's just one of those things.