Incubation is a process where you must be knowledgeable in managing temperature, humidity, turning of the eggs, timing of incubation conditions, and be able to monitor them throughout the incubation period. Some breeders will tell you things they "know" about what happens to shipped eggs, or why a hatch is or isn't successful, but the truth is that often we'll never know. However, there are some theories that are worth considering.
The first theory is that the yolk can get "stuck" in position from the egg not being rotated enough, causing the embryo to be locked in position, too. The theory is that as the egg is rotated, the yolk rotates within the egg, and is then the milieu it's exposed to is sort of refreshed - i.e., by rotating the yolk and putting the embryo in different parts of the white, it's never exposed to one location where the metabolites can build up and cause a stale or toxic environment for the embryo. This is the theory behind rotating the eggs during storage before incubation (to keep the yolks from getting stuck into one position) and during incubation (to keep the temperature within the egg uniform and to keep the embryo from getting stuck in a toxic pool of its own waste products). When the embryo rotates away from a "dirty" spot, the dirty spot can then diffuse the waste products out into the egg white over time, so that when the embryo is rotated back to or near that spot, it's now relatively less toxic.
The second theory is that micro-tears can result from shipping, particularly if the eggs have been pressurized aboard an aircraft, but also if they have experienced shear-forces from the box being roughly handled, or the eggs being packed inadequately for shocks. Micro-tears in the air membrane of the egg (that membrane that is so darned hard to get off if your hard boiled egg is too fresh, the membrane just inside the eggshell). Micro-tears could theoretically allow contamination, but the greater risk is that the air/water balance of the incubating egg is disturbed - i.e. that the egg loses moisture too quickly through the micro-tears when it's supposed to happen very slowly through the molecular pores in that membrane.
The third theory is that the jostling of eggs during shipment disorganizes the egg, sort of scrambles it. On a molecular level, the fertile egg is actually structurally organized, not just a random glob of white with a yolk plunked in the middle. There are distinct zones and molecular structures in place that guide embryonic development on a molecular level. The theory goes that a "scrambled" egg (not with the yolk broken, but just with too much shaking or shear force) has it's structure damaged or interrupted, such that the developing embryo loses its "blueprint" for development and at some point fails to progress. The disorganization may be by sheared structures in the egg, or by micro-bubbles or bubbles that have happened during handling.
All is not lost! Most shipped eggs can hatch!
When you get your hatching eggs, you can reduce the effects of the above by treating them as follows:
1. Handle your eggs with clean hands. In particular, you don't want oils from your hands getting onto the eggs, potentially clogging the egg pores.
2. DISCARD ANY EGG THAT SHOWS ANY IMPERFECTION IN THE SHELL, EVEN HAIRLINE CRACKS. The last thing you want to do is contaminate all the OTHER eggs with a rotten egg that has blown up in your incubator, so only put perfect eggs in your incubator.
3. Allow your eggs to sit in a moderately cool, somewhat humid place for 24 hours before you begin to incubate them. Basements are great. Moderately cool means 65-75 degrees ideally or thereabouts - it's not really rocket science. Somewhat humid means not moist and wet, not dry as a furnace. The point is you don't want the eggs to dry too much before you begin to incubate them. You may store the eggs on their sides or with the blunt (less pointy) side UP. The blunt side contains the natural large air space in eggs, and this should NOT be on the bottom, or the embryo will develop wrong.
DO NOT THROW YOUR EGGS RIGHT INTO THE INCUBATOR WHEN YOU GET THEM. DO NOT WARM THEM UP FAST IF THEY ARE COLD WHEN YOU GET THEM.
Biological systems don't like to be shocked, they are much more forgiving of large changes if the changes are done GRADUALLY. Take your time, and don't be worrying about that "freshness" idea, that eggs need to be incubated ASAP. You will do more harm hurrying.
4. Rotate your eggs a couple times a day while they sit. This will encourage the yolks to stay mobile. If the eggs are on their sides, just turn them at least a quarter turn. If the eggs are upright in an egg carton, put a thick book under one end of the carton, and to "rotate" them later, put the book under the OTHER end of the carton. When you place your eggs into the incubator, mark each egg so you know whether it's been rotated or not (mark one side with an A and the other with a B, for example, so you know to put all the As up on one rotation, all the Bs the next, for example). Marking an egg with pencil or even sharpie (thin line) has never hurt any of my hatches. I even track the air sac with pencil tracings when I candle, to make sure my air sac is growing at the right rate.