I am a bit behind on the history, but MD and NY used to require that fired casings be included with all handguns sold new. The sticker you saw, I suppose, was so wholesalers would not ship to those states.
I wrote "used to" because I think MD rescinded their law, but I am not sure.
Texas does not require a shell enclosed. New York requires one and I know MD used to. Don't know if they still do. The sticker on the handgun case signifies that a case is not enclosed, so don't sell them in those states.