[Jaccmcmcnn]

Risk of theft and loss is passed onto the buyer after the delivery is made. I'm assuming that dna is not possible?

Correct.

After the package Is marked delivered to your address via GPS/tracking, they've released themselves from liability.

I have looked at the official nanoleaf website, where you are able to get Route Protection/Insurance. It insures if a package is damaged or lost, don't know if it is susceptible to SEs though.

What exactly does It state?

Route Protect is premium package protection for your online orders. When you add Route Protect at checkout, you can easily file issues for lost, stolen, or damaged packages in the unfortunate case that they arise.