“Investigation completed – shipment contents counted and confirmed”

I have got this message for some recent shipments, meanwhile all of the boxes are showing as received. I have my invoices, but the FBA Shipment thing won’t even allow me to start a reconciliation.

How does this happen? And what can I do about it? How is a company supposed to operate when the place we are sending items says “we didn’t get them” even when the tracking states otherwise?