delivery won't affect the way the nut has been cut and shouldn't affect the saddles either. The climate inside the packing should be reasonably ambient unless they just wrapped it in brown paper.
I was presuming the guitar had come from a music store, hence presuming it should have been set up reasonably well... but from a private seller one can't always expect that. Maybe the previous owner played slide, hence the high action?
I have made several guitars a lot worse by trying to set them up without really knowing what i was doing... but these days we have youtube
No, indeed, nut, frets (already mentioned frets, and while it was unspoken other physical non adjustable items would be lumped in with that) etc should be properly finished.
But action is as much a taste thing as anything else, so we should all be prepared to set it to our personal tastes. And from there we could end up tweaking intonation as well as that alters slightly woth the action. First thing I do is throw away the original strings and fit Ernie Balls anyway, so who cares what it's like with the shite OE strings?
Even in hard cases instruments suffer sufficiently for set ups to be affected. I often have to tweak a truss rod between gigs a few nights apart and I treat the planks a lot better than the courier will.
How many times have we seen on a guitar or bass forum that a new buyer is complaining their new bass from Germany needed a truss rod adjustment? It's unrealistic to expect that a) an instrument will be set up exactly according to one person's tastes, and b) that every single instrument will arrive without requiring adjustment no matter how well set up they may have been at point of dispatch.
Physical finish of items aside, the set up preference is an entirely personal affair, and even instruments kept indoors at home in relatively benign circumstances can be expected to require minor fettling throughout the year if one expects to keep the set up completely consistent, as indeed some of my fleet do.