More likely the original test case was lost and the seller just threw whatever they could find in to make it "complete".
I think this is likely, and as James pointed out, would be a violation of law (if the steel case had not been fired in the gun) and just tossed in the box.
And it would only matter in those states with that law.
Can't say about S&W but a NIB Ruger Vaquero I bought some years back had a brass case in a small envelope with it.
It is an interesting bit of gun control BS, probably originated from people who know more about TV ballistics than real life matters.
One does have to wonder, though, suppose the factory screwed up, and tossed the fired case into the wrong box (fired case from gun #12345 going into gun#12346's box and vice versa. How would they ever know?
I can see the most likely outcome being that, IF cases from a crime scene were compared to the "official" case in their database, then gun#12345 would not be a match. probably take the CSI guys at least until the next commercial break to figure out why... if they can