They're not common.
The usual combination was an 1899 G with a .300 Savage barrel along with the .410-bore barrel, but it's hinted that special orders could be made for other calibers.
According to Murray's book, the cased set was first offered in 1922 and dropped in 1934.
I've seen estimates that fewer than 2,500 were sold. Comparatively speaking, this was not a cheap feature. The 1930s price would adjust, to today's dollars, to about $1,100.
Cases were sold separately at that time, and the .410 barrel could have been purchased to be fitted to an existing take down.
The only way to know for sure what's going on would be to figure out which model rifle your friend has.
There are a couple of cased sets for sale on Guns America right now. One is $2,500, the other is almost $5,000. The $2,500 one appears to have a late model case, the $5,000 one an earlier case.