Are you buying them new in a box, or on ebay or online somewhere? That sounds like the sort of thing you might see if you're buying takeoffs or used stuff. Their new product packaging is pretty robust.
All of the Shimano parts I have purchased have been in prestine condition except for a set of cranks that were in original packaging but at some point they must have been removed from the package and not put back properly. I received them in less than new looking condition but they were so cheap it didn't matter.