Have you tried preparing a set of pictures and calling them up? It helps if you have everything ready at hand when you call or chat them: receipt number, day of purchase, day you received the plants, symptoms you noticed when you opened the box. And of course, pictures!
I’d first try calling and explaining that you’re surprised at the state they were received in. Hopefully they’ll own up to it: either they mistakenly packaged sick plants or their transporter took too long to deliver and they festered in bad conditions. I’ve gotten plants by mail before, normally when they travel for up to a week there isn’t any issue, but you can tell when it wasn’t well wrapped or when conditions were wrong.
I know of one case where the nursery delivered a replacement for free, but it really depends on the company. I do hope they’ll help you out!