Wow, that sounds like a real hassle. Last time I travelled to Europe (July) they didn't check any of my devices (2 phones, 3ds and laptop). I'm glad I asked this question then. I guess I'll make a small cut in the plastic wrap before I leave, just in case they ask me to turn it on.
I'm not selling it, it's a Christmas present so I'd like to keep it sealed, but I certainly don't want to pick a fight with airport security!
Two years ago, when I flew from Frankfurt to Singapore, the security blokes didn't check my devices (I was in the priority lane for first/business class passengers). In the other lane for economy class passengers, they were all asked to turn on their devices to prove that it was working though.
So generally, YMMV regardless of whether you're heading to/away from the US or not.