It is NOW important to me whether I choose to keep the box and original paperwork (warranty cards, owner's manual...etc). It's strictly a personal thing. I used to toss everything out as soon as I get the gun home, but now I realize that the box & papers actually add a bit of value to the gun. Sometimes it adds as much as 10% to 15% depending on the age of the gun.
With that said, not having a box will not deter me at all from purchasing the gun.