I've always assumed that was an artifact of free returns; if you bought one thing, maybe you're actually still shopping and want to know other options. I've noticed when I get these they're frequently more expensive than the one I already bought.
This was about the same time they stopped shipping things in cardboard boxes and went with bubble packs, and most recently, paper wrap with no padding whatsoever.
Basically, you choose why you're returning. In some cases if you say something other than "the item was defective", it'll only have options that cost money.
It's super rare, but I've seen it before.
Other things however come just as you would expect (paper wrapping or bubble wrapped). So it all depends on the amazon worker doing his or her job..