So, here's what probably happened.

Physical GameStop stores will usually open a handful of new games that they receive, so that they can put the boxes on the shelves. But the boxes are empty. You take the box from the shelf for the game you want to buy, bring it to the counter, and they go into a locked drawer that has their stock of games, and they put the game into the box, and then sell it to you. This is assuming that they don't have any unopened copies available; usually they will, but if you're unlucky and happen to catch them at the end of their stock for a particular title, you might get one that's been opened so that the box can be used on display.

Unfortunately, a lot of would-be thieves don't realize that the boxes on the shelves are empty, and steal them. So if you're really unlucky, you'll get a generic box that they print out like this if they don't have any originals left. Usually these boxes are only used for used games (where they bought the game without the box), but sometimes they use them with new copies if they absolutely have to. Depending on the store and the cashier, you can sometimes get them to give you a small discount for the missing box, but I'm not sure if that's a corporate policy or not.

I believe that they can technically still sell these as "new" product, as opposed to "unused", because the product never left the store's possession during this opening/storing process, and isn't the same as a returned product being resold. So what likely went down here is that when OP ordered this game, due to availability or logistics or whatever, they sent a copy that was being held at a physical GameStop store, instead of from some warehouse.

If you're really worried about it, OP, you can probably contact GameStop and request a return or replacement for an unopened copy. In my experience, they're usually pretty understanding about that. It's an annoying extra hoop to jump through, but unfortunately that's just always been a risk one takes when buying from GameStop.