We always open the packages and retain the box(s) they were sent in, especially heandguns UNLESS the person whome we're recieving for asks us not to open the package.
Several things frequently happen: Guns arrive without sufficient documentation, so we have to figure out who it belongs to. Packages arrive beat to shit, so it's necessary to give the contents a good going over. And guns arrive for someone, but we've no idea who sent them.
We recieve ~15 gun transfers a month, and ship out almost as many. Sooner or later there'll be a problem, even so we've an excellent record.
As soon as a firearm arrives we log it in by make, model, serial number,....and where it came from.
In the case of handguns, the Federal info has to be completed along with a "P12" that's sent to NYSP, and when it's recieved, the same paperwork has to be done again. It's a fifteen minute pain in the ass for each]/u] handgun each way.
The dealer who recieved the pistol for you may have squigged the magazine...having had similar problem myself I make it a point to secure the magazine(s) in such a way that the couldn't "get lost" even to the point of taking a photo before sealing the box.
Here's a HOLY_SHIT! moment: Two .45's arrived NDA from another "dealer"...opened the box to log them in and they're both loaded and chambered! The boss really went ape-shit over that one.
ALWAYS CHECK FIRST!