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So today I called Fedex and they said that the shipper never sent it out, he just printed a label.
In the fine print of those notices FedEx/UPS/etc send out, you'll usually see something to the effect that those tracking numbers don't mean the shipper has actually got the package to ship. Its fairly common, in my experience, to get the numbers, but the package isn't actually shipped until later. If you check the shipment tracking details on the shipper website, you'll find that out.
I suspect its a "process" thing. The seller gets an order and fills out the information and makes the shipping label right away and then starts assembling the order for shipment to eliminate a separate paperwork step at the end.