I would say being careful not paranoid. Freezing is used to kill beetles, so the act of freezing probably does not hurt the cigars. What does hurt cigars would be a freeze thaw cycle that may be repeated during transport in rapid sequence. If cigars are thawed too quickly they can crack or internal structure can be affected in such a way as to cause them to crack later. Repeated freezing and thawing (cooling and warming even) can cause the sticks to dry out a bit and so you should always (as you do Bruce) give them special attention when received and get them slowly acclimated to the new surroundings. Christmas time is probably the worst as packages get thrown around, stacked and left sitting in bins in exposed conditions far more than usuall. Knowing what goes on behind the scenes in a ppst office under heavy volume is similiar to knowing how hot dogs are made. It is better not to think about it.