I bought a boxed 130XE a couple of years ago for $100. The seller just wrapped the boxed item in brown paper and sent it out. Luckily for me it survived well; only a couple of corners got compressed slightly, and it worked fine and was as described/shown otherwise. It was actually the seller's first sale. So in this case I decided to just tell him the scoop about sending boxed items like that, and I noted what happened on his feedback. I also told him that if he did the same thing to a more reactionary eBayer, he'd have a good chance of getting slammed. Thereafter, with every boxed item I've bought, I've specifically told the seller, before even bidding on the item, that I care about the box and would like some assurance of how the item was going to be shipped.
My opinion: You're due to make a claim. You didn't get what you paid for, period. I would contact the seller first though, as most are willing to fix things up -- all in the few cases I've encountered. I once bought one of those plastic cartridge cases that the seller shipped in a brown padded envelope. Needless to say it got smashed some. I got all my money from the seller and kept the item, with some initial hesitation on her part, without having to take it to a claim. The fact is, if they know they're going to lose a case -- and this was back before eBay was so much for the buyers as they are now -- it's in their best interest to just get it over with and save the extra hassle. That should be even more true now. Just determine what portion of the price the box is worth to you and ask for it. Boxes are often worth 50%, or much more in the cases of rare cartridges and such. Although I think that's declined somewhat in the last 1.5 years, with the Atari market being down overall.