Can someone talk some sense into me before I buy an "unopened" proof set?

Not quite.
If you ordered one set, it came in a sealed, addressed, stamped envelope.
If you ordered more than one set, those individual envelopes were not sealed, and the individual envelopes were packed inside another package that was sealed, addressed, and stamped.

 

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For some reason, I can't really picture why someone would order something from the Mint and not open it. I'm sure it does happen but you'd think it was a common occurrence by looking at eBay.

 

More common now with the sealed boxes. They generally will do multiple orders so they can open something and then keep the sealed box put away hoping to sell later for a profit. Then again some others will do it just because they order from the mint out of habit and just never get around to it

 

I see your point. When I get coins from the Mint or elsewhere, I tear into them like a kid at Christmas.

 

Obviously it has been around since boxes were shipped, was just saying it is a more common practice today which should draw less suspicion.

 

Any big winners?

 

I've noticed 5 seems to be the most common number lately as well. The 50 box is an impressive find. Wonder who initially ordered that one

 

You are spot on. Read on