I grabbed the shipment and put it in my inventory, and when I move around, there are two quest markers: One is still in the cave where the box came from, and the second is just hanging above my character on the minimap.
When I move around, the quest marker does as well, which is kind of silly. I sent it to my camp, and the quest marker just kinda hung out where I was standing, even after I moved. Teleporting to my camp ended up moving the quest marker there.
I think having the quest marker show up period after you pick up the shipment is kind of unnecessary.