I can't tell you how much I agree with this! Just last week I had a buyer message me about 1 hour after tracking said delivered saying he never got the package and asked for a refund since he didn't get the package and thinks someone stole it off his porch, I told him I'm terribly sorry and I would open a package trace just in case and asked him to contact his local PO to insure it was delivered and if it was he would need to file a police report for the mail theft. He replied back asking me why would he need to file a police report and thought it was a little extreme, but I informed him that the shipping insurance usually won't cover a package thay shows delivered unless a police report is filed. After about a hour later he replies saying the package was under his front door rug and didn't see it.

Idk if he actually didn't see it some how (it was a large flat rate box so it was not small) but the police report statements do tend to scare off scammers.