If it's anything like my past mothersite orders, it's not that they need a tax ID from the shipper, but that they need a tax ID from the importer (you). You can just give UPS your SSN since it's a personal import.
I ordered an Acronym item from Ssense in the past and got it without the bag and sheet. I emailed them and they claimed they never received a bag and sheet, which seems unlikely to me. I imagine they just toss them out.
Mine is like that but even more extreme. It has that strange wavy pattern throughout the entire jacket. Looks terrible. I haven't had a chance to try ironing it out, because otherwise it's basically unwearably ugly.