Oh god that feeling of removing factory plastic from a new tv is utter-satisfaction. But this is definitely a much more stretched out event. The only thing is, knowing my luck, I would probably lose something or do something stupid like scratch the bike whilst taking everything apart.
I'm surprised there's not even a layer of plastic over the bike while in the box since when preparing it for shipping in that box i'm sure its vulnerable to some extent, even if its minor, its better to be safe than sorry.
Even car makers do it on the most common entry level vehicles:
It shouldn't need any coverings or anything. I agree with @Yamster
If it's in a sealed box locked to a metal frame.. it's really not going anywhere and nothing is coming into contact with it. Cars that are transported like that are typically on an open double decker trailer. Considering they'll be being transported under another vehicle, it helps as a safe measure to place plastic over the top panels.