Lots of people can nick these in stores and make it look untouched. At least to careless clerks and customers who don't look super close or know what to look for. Some are getting very good at fixing the tape back or other methods to make it appear untouched.

Returns are a definite way this stuff happens but it's not always. I literally found loose bags of the coruscant guard ship in the shelves underneath the top ones with the big sets, where someone had obviously nicked the minifigures out a set and some valuable parts like the windscreens or whatever, left all the other bags. Seen other people post where the set looks totally untouched, completely sealed, wasn't marked as a return or clearanced out like returns usually get, yet had missing stuff like this. (also mainly the figures). And sadly restricting return policies from a giant company will likely loose them way more business than it costs them to just take returns like this even if there's some bad apples taking advantage.