I had this situation once, and tried one of the wines. It was ok, and it was an early drinker anyway. I do think it takes more heat than 90F for a few hours in peak afternoon to really cook stuff. But I agree it sucks if it was something that wasn’t intended for immediate consumption.
And here’s the really crummy part - even if you sent it back, and were careful about proactively arranging your shipping windows, you still have some of that cooked wine risk anyways, if the retailer just puts returned wine back into their inventory. I’d assume that 99% of them do that anyways.
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Back when I lived in an apt, I had more problems with my buildings package room, which had steam pipes in it, basically by the delivery storage shelves. Got a few stewed Cotes du Rhone from that!
All reasons to do business with local vendors (or do pickup) if one is able to do that.