Wow, that sucks man... I'd be really pissed too just on principle.
But, after you calm down a bit, you should realize that you are actually lucky in getting the full box of cigars with no harm done to the cigars. They could've easily lied and said they never got your package. It's obvious to me that they got your package, opened it up hoping for something valuable, found a box that they had no idea what was in it... sure it's obvious to cigar smokers, but it's not so obvious to women who don't know anything about cigars... then realized they were cigars and had no problem giving them back to you when you came looking.
I'm just surprised, since they illegally opened up your package (basically admitting they were snooping for something valuable), that they admitted they got your package and gave it back...
I think you did the right thing turning these people in. If not, they would continue to do this. Now there is more of a chance they will do the right thing. However, if they get another one of your packages, they might be so pissed at you and might just open it and/or throw it away in spite.