It's not like that happening is new to this figure. That seems to happen extremely rarely but it does. I've only seen a few posts about it here.
Usually people will jump in and say it's probably a return. But I'm inclined to give Sideshow the benefit of the doubt. If they wanted to sneak someone a returned item, they could probably muster up another shipper to send it in.
I'm not sure what the explanation would be. They technically consider the shipper to be just packing material and don't guarantee its condition, or the art box for that matter. I don't think they technically even guarantee getting a shipper, but that's how they show up.
Maybe they occasionally get shippers that are beyond saving or some units without them and they don't have any extras. Seems more likely than Sideshow shipping out opened products.