From what I heard the Treasury doesn't lose money with the direct-ship program, at least with accounting on paper. It's kind of weird. They create the money out of the thin air using some metal. We bought them at face value using our money. The cost of the coins would be the metal, the minting process, plus the shipping cost, which is less than the face value of the coins. It defies intuition when it comes to the fiat money creation process. Of course coins out-last paper money many times and have long term cost saving result for the Treasury.
See especially the "Seigniorage Today" section.