It probably depends on whether they know you've ordered SN. I'm in Quebec and ordered from IC (which was based in Ontario) back when they were in business and when they got caught they gave the list of buyers to local police and I did get visited for a welfare check, as did many Canadians who ordered from them. But since the package didn't go through customs or anything there was no way for them to know I'd ordered SN until they found the payment records which was months later. Similarly, the only way for them to do a welfare check is if they know you ordered SN which is probably unlikely as a suspicious package wouldn't get through customs at all.
Also, if you don't have a prior mental health history it may not be a huge deal if they do a welfare check. Mine was certainly startling but I insisted I didn't know anything and they eventually had to accept it. I don't think they believed me but if you deny it there is nothing they can really do, it's not a crime to order or possess it.