Posting a section of the DarkNet Bible since I think it'd be relevant. The DarkNet Bible is a resource to order drugs online so I think all the same ideas apply here.
Should I sign for the package/mail if asked to?
Depends on your jurisdiction. Some require it as a prerequisite to police action, others don't.
Yet, if a CD (controlled delivery) is in place to happen, you're going to get arrested. Maybe not at that point in time if you refuse to sign, but it will happen. If they have made the decision to CD you, they aren't gonna let you off the hook if you refuse to sign. Not signing will suspicious too.
Also, signing for a package doesn't make you guilty. Its the courts job to prove that you asked for the package, and signing for a package does not prove this.
The only reason postal services have you sign is to say that you received the package, and that they have done their job. It's a standard practice, especially for international mail and deliveries.
So why are there so many people on the "don't Sign" boat? Not signing make you feel like you have a say in the most dangerous part of the darknet process. People are paranoid and anxious, and want a say in what's happening around them. Once the package is out however, there is little any person can do against any LEO (Law Enforcement Officer) intervention.
What is a Controlled Delivery?
This is an attempt to accept a package containing drugs to obtain a solid reason for a search of your home to be conducted. They get you to accept the package and they believe that this is reasonable cause to believe you ordered the package and knew it was coming. Just because a package requires a signature does not mean it is in anyway a CD.
How do people get CD'ed?
This can happen in many ways. They may order a bulk amount of product from abroad. LE may have noticed an influx of packages from the same person and inspect one and profile you for a while. You are more likely to get CD'ed when ordering large amounts from another country. Domestic packages of a smaller quantity are very unlikely to get caught, and if its a personal amount, you will more likely get a love letter and that will be the end of it. They may start monitoring your mail.
tl;dr I wouldn't worry about it. Seems like the best option is to just sign it.