In the past, when I've purchased phones for my folks, they've done test calls to the store I purchased from (I've upgraded through Best Buy for the past few years).
That said, if I had purchased a phone for store pickup later down the line, I would probably ask them not to even open the box and just activate through the box.
At Best Buy, I've had perfect experiences asking them to activate through the box, without breaking the seal or opening anything. I would just take the box home, put the phone on the charger, turn it on real quickly, call it to make sure it was receiving calls (and also make a call to my land line, to make sure outgoing was working) and then quickly turn it off again to do a full charge before setting everything else up.
I personally don't like how sales associates handle opening everything up. I have a tendancy to keep everything, in the event I decide to sell later on (with all the original plastic and wrapping). Just makes for a more reasonable selling experience.