Not many Blu-Ray players come with HDMI cables I think except for Blu-Ray Players which are advertised to come with a HDMI cable.
Maybe the person at the factory forgot to put the HDMI cables in the box, or the factory which made the box typed in "bundle with HDMI cable" by accident.
I would just complain to the store that the HDMI cable is missing from the box since the box advertised bundled with HDMI cable.
It seems to come with a HDMI cable since one of the reviewers/buyer stated "especially considering that they throw in a HDMI cable at no charge" on the review page.