Seems odd, but plants often display odd behaviors after being dug, packed, shipped, etc. I suppose it could set them back a bit, but Peonies take a couple of years to start showing off anyway, so I don't believe it will amount to significant damage. When I've moved Peonies, no matter how much or how little division I do, and no matter how quickly I get them replanted (I typically replant immediately), they always sulk for a year. I may see some blooms, but a lot of blind stalks too. I'm sure it depends somewhat on the specific variety too, some are certainly more vigorous than others.