SirPorl,
Could be they didn't charge you yet and didn't ship you the missing item from your order because they were out of stock. That happens to me all the time. The more reputable businesses won't charge you for items on back-order, until they have them and ship them to you.
Some companies do partial shipments, like it appears you received, or hold off on shipment until they have everything in stock and then deliver it so it all arrives the same time. Some even give you the choice.
Why not call or e-mail them and ask? It's obvious they know you ordered it if it's on the packing slip.