Canceled right when arriving at customers house

This has happened to me more than once. I shopped for all of the items (no replacements or refunds) and the order is canceled as i arrive. I never deliver it (assuming that’s what they’re hoping for) and usually just keep everything. Do they really get all their money back? Nothing happens to the customer? No punishment at all? Also, would I really get in trouble for keeping orders? They never told me to return it.