In my experience, boards usually come in either a plastic sleeve or plastic wrap depending on the brand. None of my Burton boards have ever come in plastic shrink wrap. I've ordered 10+ Burton boards over the last few years from various retailers, inlcuding Sport Chalet, Darkside, Whiskey Militia, Tru Snow (Sierra), and Active Ride Shop.
strange...i have only ordered 3 over the last year, but all came wrapped. I guess it can go either way..