I received the EB medium Selma messenger. It came in a bag instead of a box, hate that! Makes me want to return the bag without looking at it twice. The bag itself is fine. Maybe I'm too picky...
If the bag is fine and you like it then I would keep it. While its certainly annoying when places don't package with care, the most important thing is that the bag is free from defects. I've had items shipped in a box that were scratched and dented. That's just my opinion though, if it's going to bother you then return it.