When I buy a new kit I haven't seen before, I always open them up to check them out. When I buy old collector kits, something I haven't done in years, I will leave the wrap intact, just in case I want to flip it. I can always open it up later on if I choose to build it. And when I buy duplicates, especially cheap kits for parts or the future, I won't bother to open them. So I do have a lot of sealed kits in the hoard.
Overall, I've not had many issues that would warrant returning a kit. Plus most of my buys are at shows, eBay and the like, rather at hobby shops where I could return a kit. For instance, back in the early 1980s when I was starting out, I returned a Johan Marlin to the hobby shop because it was missing a back bumper... bummer, I never found the kit again. Today, I'd put a note out to the boards and find a bumper!
The only time I've seen a short shot in one of my own kits was a 1982 Cavalier kit. Of course way out of production! I didn't even notice that the windshield was a short shot until I was at the point to install it. I didn't have a spare kit then, so I just made my own out of clear plastic.