In the UK I used to buy my Amiga games in boxes. That was the nice thing about them - not in these plastic "jewel" cases that they use now, but good old boxes. Sometimes with cardboard sleeves. But never sealed in plastic bags. The only bit that would be in a plastic bag would be the floppy disks and manual - inside the box!
In Finland, most shops kept the game disks in separate place behind locks. They also had big "All boxes are empty" -signs (in other words, "nothing worth stealing")
So if any of the games WERE originally in plastic bags, they were have been opened by the time they "hit the shelves"