I always expect to find a packing slip or invoice (marked 'Paid in Full' if appropriate) with every package I receive, whether for business or personal items. It is a simple courtesy, one which many eBay and Amazon sellers, it seems, cannot be bothered to extend to their customers. As I regard it as discourteous to not include one or the other, and is a form of communication, sellers who do not include one get marked down in their ratings.
My main concern over not including something that describes the contents of a package is that, should a package lose its contents, the carriers may not be able to associate the two and get the item/s to the intended recipient. Instead, the customer will be forced to go through the 'item not received' process with the seller, which could seriously inconvenience a customer.