The packaging is very carefully designed both to protect the contents and to provide for that experience. Obviously there is much more to removing the shrink wrap than just no longer including it. You can trust them that if the packaging worked equally as well without replacing the plastic with something else they would have never included it in the first time.
Remember how Apple caught all the flak when they stopped including adapters because everyone has more than enough already? And then all the other manufacturers quietly stopped including them as well.