I'm in canada as well and I ordered an away shirt in the summer with Ronaldo, same thing, nothing specific in the confirmation email, just shows the shirt, quantity and size but came no problem. I also just ordered a long sleeve home shirt with Bruno on the weekend, and just got the shipping confirmation and again, no mention of the name in the email, but I believe if I actually log into my account I can see it. Either way, it was no issue last time and the price in the confirmation suggests I have paid for customization.
So nothing to worry about, but, ordering from Uniteddirect seems very weird and antiquated. I can't remember the last time I ordered something, from anywhere in the world, and they didn't provide me with tracking information. These aren't cheap purchases either, but just a confirmation email and it will show up when it shows up.