Is it wrong to instruct customers to file an A-to-Z claim?

I work for a fulfilled by merchant Amazon shoot and we’ve recently had an uptick in orders that show as delivered but the customer claims to have not received the package.

Opening traces with FedEx or USPS is kind of a dead end, so in being faced with refunding high value ($150 – $500) orders, so after asking them to confirm their address and to look in a few more places for the item, we ask customers to open A-to-Z claims.

A lot of these cases do end up as “Amazon funded” refunds, but I am wondering what others think of this practice.