You sent it back?
Man, that's alot of worry over a flimsy little piece of plastic.
It's very likely that some worker at the store where you bought it ripped the plastic (or it was already ripped) and they just removed the rest.
Companies are required BY LAW to inform you if the product is a re-conditioned piece, so it's definitely NOT a "factory second."
Also, the mic would've been considerably cheaper for being a re-conditioned piece.
I hope it didn't cost you extra $$$ to ship it back, or that would've been a waste of money. (...and time!)
Most likely, they have a shrinkwrap machine at the store.
They'll probably shrinkwrap the same mic and send it right back to you at an extra cost.
I'm curious... what excuse did you give for the return?