Although I'm sure it's legit, it just looked odd

There was recently an auction for an unopened 1937 Proof Set. It ended up selling for a little over $3,500. What got my attention was the Return Policy. It stated that refunds would be given if the package was returned unopened. I'm sure that it was a legit auction, but it just struck me as kind of funny. How do you know if you have a decent 1937 Proof Set unless you open it? But then if it turns out that you don't, you can't get your money back because it's now no longer an "unopened" Proof Set. $3,500 seems like an awful lot to put on faith alone.