The Triple Tong Teaser, which I recently got and is from Cal Exotics like the Decadent Indulgence, came in a plastic bag in a box as well. If was almost like shrink wrap, just not sealed. It didn't look like it had been tampered with and I trust Eden not to sell me toys that have been tampered with (you don't....right? j/k) so I didn't give it much thought.
If you feel iffy about it, I would contact whatever company or store you bought it from for reassurance.