I think it's most likely they're trying to prevent people from buying the game, using the OnLive code, then returning the game. Kind of like people did with the Portal 2 Steam code.
They are opening new packages and removing something put there by the manufacturer, and still selling it as new.
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The guy that manages the local GS has no clue I play OnLive. I haven't been in there in ages...
I'm guessing they destroy the codes, but I'm gonna try anyway, since I can walk to the store in 3 minutes from my work.