I am sure they are blister packed. RFID and all that.
Yes, boxed or blister packed. I don't know if they bother with loss-prevention tagging them, they are pretty big, and pretty cheap anyway. I.e., not a big loss item.
I know I bought a Beeman pellet rifle for my kids at WalMart about six or ten years ago. It was royghly loose in a box (foam inserts or something to protect the stock and action). It would have been easy to get one of those out without so much as a scissor or pocketknife. Might be different with packaging today.