I don't blame you returning the first two. In fact, I don't blame you returning the third one either. As a paying customer, you deserve to receive a product you can feel confident in not being damaged. On the other hand, the purpose of the packaging is to protect the machine inside. Plus, Apple warranties the unit for a year and any shipping related internal damage would most likely come out during the first year.
As for not opening it to make it easier, it doesn't matter. Apple will open and inspect the package once received. Standard procedure. You should open and inspect the machine, even if the box is damaged.
As for not opening it to make it easier, it doesn't matter. Apple will open and inspect the package once received. Standard procedure. You should open and inspect the machine, even if the box is damaged.