All businesses should be so lucky to have customers like you who will bend over and take it up the pooper and say, "Thank you, may I have another?"
The customer is always right, even when they are wrong, but especially when they were right in the first place. What do you find so difficult to understand? The OP paid for a rush service. He didn't get it. Newegg needs to make him whole. If that means refunding him the shipping costs, the rush service cost and a coupon on top of that (for a future purchase), that's what they must do.
I guess you're someone who doesn't value their time or understand the concept of opportunity cost.
I used to run a side business selling special circuit boards. Sometimes there were delays because of the carrier. However, my commitment to my customers was they would get their order within x-number of days. I always compensated them by either refunding their shipping or refunding their shipping plus a percentage of their purchase (something tangible to make them whole). Psst guess what? Those customers always came back and ordered more units.
Could I have just said well tough shit, it's out of my control? Sure, but that's sticking it to the customer and would have been a sure way to not get any repeat business from them.
After I took care of the customer, I complained to the carrier and you can be sure I held their feet to the fire. And yes, I always got them to refund me for my shipping costs.