You should never sign for anything that you did not order with tracking. On the very odd occasion a vendor may make a mistake with delivery instructions e.g. send with tracking when none was requested but that is very rare. The classic CD involves you being asked to sign so if you get asked a a general rule your response should be to decline as I would rather lose an order than lose my liberty. Seems like you got your order ok though and if it was a CD they would have come through the door a few minutes after you had taken delivery so this would seem to fall into that rare case of vendor error, personally I would be PISSED with the vendor if they did that to me.