temp not water
It is the temperature that you need to worry about, not whether the plant is in water or not. In a bag, sealed and with just enough water to keep humidity up in the bag, the plant will be fine for many days, even with no light.
But, freezing temps will kill it. Watch that mailbox, don't let it sit outside. Hope the mailman truck is warm inside too.
If it was shipped with a lot of water in a puffed up bag, the bag can burst and leak during shipping if it is shipped by air. All mailing services are VERY upset when boxes start leaking unknown fluids onto other packages.