I thought the same thing.... When I see an "open box" item at Best Buy, for example, it's usually still in the original box. It's just been opened, batteries already installed, fingerprint smudges on the item, and so on. "open box" by no means means "no box".
BB is a bad example. All too often Open Box there means that the manual, associated software and accessories have been tossed. They are generally accurate though about marking the "parts missing" checkbox.