I'm pretty sure that's just so no stupid soccer mom sees a gun box and freaks out in the middle of the store. I could imagine it happening, so they have a good way to just make other customers feel more comfortable, I don't mind it.
I've bought a Remington 870 Express, Remington 870 Tactical, and Browning Citori O/U shotgun, and a Remington 700 .223 Rifle from Dick's, all are great, never had any problems whatsoever and my two long shotguns see the clay range at least once a month.
Plus, I love getting the gift cards in the mail the next month. I just got a $20 Dick's dollars coupon good for anything in their store yesterday. Going to get some free 9mm with it after work today.