Regardless of what type of container they come in, each if our handguns gets it's very own "cozy" or pistol rug that is carefully selected to make sure that it's not too small or too big, that it has sufficient padding to protect the firearm during transport and storage, and that it can be labeled for easy identification. Some are even selected by color so that the hg's that are "mine" are obviously mine as opposed to those that are "ours" or solely DH's. And I select some cozies simply because the are really fuzzy and warm looking on the inside!
I don't know why either. Personally I wish they all came in cardboard, when I get one in a plastic case I can't help but think, "I paid extra for that useless plastic box in the price of the gun". I have never used any of the boxes my handguns have came. They just sit in a stack on top of the safe.