You know, I've often wondered about this, but I've never had a problem with UPS-shipped fragrances being heat-damaged. (I've never had a bottle arrive feeling "hot," however, just slightly warmer than room temp.)
On the other hand, are shipments to department stores and other brick & morter vendors made using climate-controlled transport? Maybe that stuff is just as likely to sit in an overheated trailer for a day or two (?)