DHL package not delivered?

Hello,

I have a doorbell on private property that's under video surveillance. I was home specifically so I could receive a package. It happened like this: The courier came and dropped something in the mailbox without ringing, and left so quickly that I didn't have time to get there. The note said, "If you didn't find me there, please pick up the package at the nearest branch." I don't see the point. Can I insist that they deliver the package again?