Some sellers on ebay are advertising unopened silver proof sets. I asked one and he said they came from the mint that way and didn't elaborate. Another did show a set in the sealed mint shipping package.Bulk shipments of sets I believe just come with the individual boxes which are unsealed and can be opened without anybody knowing. Anybody knowing enough to look for proof set errors probably would require a sealed original shipping package. I'm not sure that is what some are advertising.
I wish I knew where to buy truly unopened sets. Unfortunately, you can buy mint & proof envelopes with the date stamped on the front. Dishonest sellers just put their opened sets in there and call them unopened. I bought an 'unopened' 1954 proof set in a sealed box a long time ago. I just opened it and a local dealer told me that the quarter was not part of the original set and that the sleeve it was housed in was not the type used in 1954. An example on eBay right now is under item# 170012485766. The description is: 50 Proof Set Envelopes 1955-1964 (No Coins) Five Each!! A-