You're absolutely right, you should not have received an unopened empty package from them, first time or ever, or even from any other vendor. Seems kind of hard to get a package all sealed up and labeled and yet not have the item in it, especially if it's only one item on the order/ pick & pack list! I mean how can that happen? Yet it has, and without being present at the time it's kind of hard to figure out how that could be.
I'm not going to make excuses for them sending you an empty package, however how has been your experience with their customer service since, as that should be the bigger issue? Everyone makes mistakes, everyone. It's what happens next that matters. If this happens to me then I'm calling the company long before I'm complaining about it on the interwebs. I give the company a chance to fix their error, just like I would want others to give me a chance to fix my mistakes. Have they apologised and sent you a replacement, refunded your money, given you the choice? What would actually make you happy in this situation, knowing that you can't undo what has already happened? Communicate that with them, and see what they do. Then, if they make good you come on here and tell everyone that it was ridiculous that someone would send an empty package, but that the company sorted it for you; or conversely you come on here and detail how they messed up and you gave them a chance to fix it and they refused/ blew the opportunity etc.
Oh, and "poor business practice"? Please. Do you seriously think that they intentionally sent you an empty package? To what end? It cost them money to send it. When you call them up you're either looking for a refund or for them to ship you your item. Either way this mistake is costing them additional money, and worst case future sales because you couldn't handle them making a mistake. They lose either way. No business operates this way intentionally, so no it's not a business practice.