Most people who want them new in the box, sealed, are scalpers on eBay. Or to people standing in line. I completely understand why Apple has that policy as well as the stores.
Not necessarily. I was buying my iPhone for a friend and as I mentioned above the woman at Best Buy opened the box, took the plastic off and started using it. Is it really that much to ask that the person I'm buying it for gets to get an unused phone? I know how to set up an iPhone I don't need a Best Buy employee showing me. I was a little annoyed, but it wasn't a big deal. I didn't need to do anything on it and it just went right back in the box anyway. I don't even usually take the plastic off for a little while, maybe even until I have a chance to put a screen protector on.
I give the phone to my friend with the box opened and fingerprints all over the screen. Enjoy your "brand new" phone.
I've seen posts here where people have made the store give them a new phone in the same scenario, and I wouldn't criticize a person who did that too much.