If you went to buy a used car, would you look at if the owner had washed it before you came to look at it? A fella that keeps the finish in top shape is likely to have cared for the motor, too.
The fella that keeps his boxes is likely to take good care of his hardware.
That's not to say if you don't keep the box it's a sure sign of neglect, but having the box is a signal. It feels good to get a gun in the box, with the papers, just as if you bought it new.
If your goal is to use the heck out of that gun and never sell it, the box doesn't matter. It's a marketing tool and good thing to have when you ship the thing to the new owner. It's worth money, when it comes time to sell. An extra ten percent? Certainly more for an unfired collectable. (Guns is for shooting, not sitting in the safe! Go shoot it!)