I won't buy a magazine wrapped in plastic. However, F & P sometimes have a template or something else that comes with the magazine that they don't want to fall out so hence the plastic. Also, patterns can be ripped out of mags. and stolen.
As far as opening the mag to look through it and see if you want to buy it? I don't call that stealing, but it is wrong.
Do you open a bag of cookies, milk, chips, take a few grapes and eat them to see if you want to buy it? Wrong.