I'd just chalk it up to stupidity/ignorance, myself.
Speaking as someone who's spent way too many years as a cashier in way too many places, I can tell you that cashiers are trained for expediency. The idea is to get the customer rung up and the door as fast as possible (especially in a low-quality store chain like Wal-Mart).
For most other types of products, the box isn't important. Furthermore, the anti-theft deactivators are usually a complete pain in the backside. I can think of several occasions in my own cashiering travails where I rubbed every inch of the stupid thingy, and it *still* beeped on the way out. Grr.
Therefore, someone who isn't a gamer/collectible fan, and therefore doesn't understand the need for a non-damaged box, might well decide that rubbing the thing to death as quickly as possible and throwing it in the bag is the way to go.
I'm not offering this as an excuse, mind you - there's no excuse for a cashier not to treat your stuff properly no matter what they're selling you, or whether they understand the product or not - just as an explanation.
The next time you're stuck having to buy your games/collectibles in a non-specialty shop, it might be worth politely requesting that the cashier try not to damage the box. You might get some eye rolls, but they should (read: should as in "It's their job", not as in a probability assessment) honor your request.
Peace & Luv, Liz