Scams are rampant these days. I’m sure Saks and Roja thinks you are the scammer and from their perspective this is MUCH more likely than a missing bottle from a sealed package. If you paid via credit card you can file a complaint and get your money back.
IMO, it’s very likely this was done by an employee at Saks. The stolen bottles are likely being sold on ebay or something as testers.
It’s a pretty clever scam, sorry you are paying the price. I can’t think of any way to prove you aren’t the scammer, which is unfortunate as it’s going to allow this kind of thing to continue.
I wouldn’t blame Saks or Roja, it’s satisfying to place blame but I don’t see how they are responsible. I do empathize with the frustration though and hope you can get your money back. If Saks has an employee theft problem, you shouldn’t be the one to pay for it.