Bought 5 NIBs (4x Stern and 1 CGC) in the last 2.5 years and the first thing I do is search the bottom of the box for parts/nuts/screws. Usually find stuff. Then inspect the cabinet (especially the speaker magnet) for more parts. Then try to figure out where they go lol.
The only NIB that had NOTHING loose in the box or cabinet is the one I opened 3 days ago. A ST Pro that sat NIB for years. It needs a bit of tweaking of some rails to give the proper feed to the flippers but that's it. I haven't even levelled it yet and it plays great somehow.
The one with the most loose parts in the box and cabinet was JPLE - my first NIB. However I have to say that the game has been rock solid for over 2.5 years with well over 3500 plays. Yes I play my games a LOT.
In defense of the OP's comments/view, when you buy a new car you don't take it home and go through every nut/bolt to make sure it's assembled properly. Or a fridge, a TV, etc. These are consumer items however and not commercial equipment. The previous comment of the distro being the first line of service is quite valid, but most want the unboxing experience for themselves. If you'd let the distro open the box and go through the game first you'd have a better experience IMHO. Car dealerships don't sell cars off the boat/truck. They "prepare" the vehicle for customer delivery. Same with dirt bikes/snowmobiles etc. Dealership receives it in a box but does the assembly and verification before handing it over to the end buyer. Distros can do the same with pinball machines.