I have worked in a warehouse that ships consumer electronics. I can tell you that first, "Dell" didn't ship you anything. It was likely Ingram Micro or Synnex, who fill orders for Dell. Second, these orders drop as a pick list and a worker who is paid very little has to fill the order. In your case that meant getting 65 screws which are individually wrapped incase someone just wants one. These workers are tracked by how much they pick per hour and they are not going to stop and open all the packages to send it to you in bulk. I have seen way worse packing jobs than these. This one at least makes sense.
Edit: Woah, never had a comment blow up like this! Went for the orangered and was happily surprised!
To address a few things:
1) I am not saying this system is perfect, some of the ideas of multi-packs you guys have are pretty cool. But some people just want one screw so they package them that way. Funny thing is, Dell sells multipacks. So I assume this guy went to the single screw page, clicked quantity 65 and then complains when they fill his exact request. From the picklist you can clearly see that each screw is treated as its own part in the system.
2) The person who picked it gets rated by the lines per hour, where i worked this would have been a time sink of 65 items counting as 1 line. I feel bad for the guy that had to pick it. Also, as Wears_fedora says below, the risk of multipacks is that a worker will see quantity of 65 and pick 65 ten packs instead of a 5 10s and 3 5s. So now you have 650 screws sitting on your doorstep. I saw this happen constantly.
3) Shipping consumer tech products is not easy. These facilities can process 5000 orders (maybe more at bigger ones) a day. Your order is special to you but blaming Dell for the way some low paid worker tries to get their job down as quickly as possible is kind of ignorant. I hate waste and inefficiency too (so do the companies, trust me if we used too big a box they didn't like it), but there is a tradeoff between speed and quality. You are ordering screws, not a Rolex.