The box doesn't mean anything for common stuff like Taurus, xd, Glock, etc etc etc since most of the lower priced guns are not collectable and still made in staggering numbers. This kind of stuff just simply has no collector value.
However when buying a classic S&W or Colt revolver, Colt 1911, low production run sig/beretta/hk the box is very important. For instance I have a Beretta 92 that is quite peculiar and I have never found another online or otherwise. Without the box (with label) even beretta guru's think it is a parts gun. The label proves otherwise as indisputable proof it came from the factory in that configuration.