They are self-adhesive and made out of thick plastic, so if anybody like to open the package he has to cut the bag... if you get an cutted bag decline delivery!
The bags are provided for free from the express services like DHL, UPS, TNT... they come in different sizes so the package you receive actually could be boxed just in the bag
Why would you agree to accept an obvious opened package? You could be 99% sure that the item that had been inside had been removed... at last i would ask the express guy for an confirmation that the package seal was opened before he gave it to you...