Assuming they bought insurance, they can, which they probably didn't bother paying for.
For stuff under like $500 DHL insurance is not worth paying for.
I send stuff often and did the math on this once. Considering what it costs me to replace the item vs what the insurance costs to pay for on every order vs how often they go missing.
For what DHL charge for insurance on my packages they'd have to be losing 1 in 20 shipments before the insurance would make any sense to get.
It was cheaper to not get insurance and pay out of pocket for any items that went missing.
So far DHL has lost 2 out of 1000+ packages that I've sent, and 1 of them I suspect was the customer lying but I couldn't prove it.
So JLCPCB definitely won't be paying for DHL insurance on small PCB orders under a few hundred.
I suspect DHL intentionally make the insurance on small value items too expensive so no one uses it in order to reduce the paperwork and staff needed.
If you think about it, not having insurance to worry about on small value packages (which make up a huge %) takes a huge load off their system/call center/insurance claim center.