I bought a PS4 copy of Stonefly from them last month, and when I received it, it had no plastic wrapping on it at all, just a circular sticker on the section where you open the case. I've bought a few things from Coolshop before, not many because it often takes a week or more to receive items from them (I'm aware they aren't located in the UK), and they just use standard jiffy bags for their packaging so 9 times out of 10 with disc based games, the disc is loose in the case - so I pretty much only use 'em when I can't find games elsewhere or they have very good deals on pre-orders.
But I've never had issues with their games not being factory sealed until this one, and the weirdest thing was - Stonefly was a pre-order and it shipped on or the day just before release date. I've actually never received "new" games like this before unless it's been from Game, which I don't buy from any more anyway.
I've looked up listings for the game on eBay and it definitely seems like it should indeed have the standard factory seal with the Playstation trademarked tear strip on it. I don't think the game was tempered with in any way, and it still appeared new enough otherwise - though of course the disc was loose. I didn't care enough to return it since it's in fine condition otherwise, but it's just made me feel a bit iffy, and slightly cautious ordering from them again.