Mine was tough last year. I've pre-ordered through Apple the last few years, but back in 2016, my 7 Plus did *not* come with a box/return shipping label to send my phone back to AT&T via Next upgrade.
I went to a corporate store, though, assuming a could just give it back. Thankfully, I work right next to one. SURPRISE! They, for whatever inexplicable reason, wouldn't take my phone back and said I had to ship it in a box to their return center myself. They, however, were gracious enough to give me a shipping label. HOWEVER, I had to pay for the little box and bubble wrap at the USPS store. Super lame, even though it was only a few bucks.
Hopefully, this was an abnormal situation, but I guess I'll find out in 6 weeks when I (hopefully) get the X.