If you play them, they are going to get dinged and eventually chipped.
The Terra Pills that I have shipped in a cardboard retail display box. The Sweets kendamas in a plastic retail display box. KUSA in a similar box. But I wouldn’t take that level of care as a signal that these things need protection.
Many comparable brands ship their kendamas in a lightweight fabric bag. Inside the bag, the kendama itself is often wrapped in bubble wrap, but that is just so that the buyer gets it in good condition. Sometimes the only packaging outside the fabric bag is a padded envelope. Sometimes the envelope isn’t even padded.
Also, the specialty finishes like Cushion Clear might be different, but all my tamas and pills play better once the painted finish gets dinged up a bit.
I just keep one in a sling bag. Currently carrying a natty KUSA nova so I don’t worry about the paint but I have carried premium paints in there with no issue.
The thing about premium in house paints is that they are hopefully a bit more durable than regular sticky or silk. I don’t find that to be the case with cushion clear though tbh. It chips, bubbles, and peels pretty easily with regular play
I can only speak about the Terra Pill from personal experience, but I would not be concerned. At most, I might wrap it in a cloth to keep it from being gouged by something like keys that were in the same bag.