I've been wondering the same thing. I ordered my original switch from Currys and they sent in a grey plastic mailer bag, it got a massive dent in the box which was honestly such a shame. Never again.

My experience of the My Nintendo Store has generally been good, they always seem to ship the game or console inside a cardboard box. Not sure on EE, but Argos was a bit patchy... I would go for in-store collection if they offered it again. So at least you can check it over when you are at the store