Mmm. Looks like a nice job, I’d probably not worry about it too much.
I had my Soul sand blasted and powder coat for £25. It did look good and still polishes up quite nicely, but it isn’t the toughest of finishes. The problem with powder coat is it is just that, a coating. It doesn’t really adhere to the frame but rather just encapsulates it. Once chipped there is potential for water ingress.
If it helps, you may have been lucky not to have got the frame sandblasted. I had my frame back after blasting with a view to making some modifications and so saw what it looked like in the bare metal. The surface was full of small dimples left by the blasting. The blasting procedure has the effect of work hardening the surface of the metal. I can’t be sure that having the frame blasted didn’t contribute (though probably only in a small way) to the demise of my Soul (it’s now cracked at the chainstay and the head tube).
So, if you are happy with the job they have done, I wouldn’t worry about them not removing the paint first, just get it built up and get out and ride it!