As Dave noted, there can be individual variances from piano to piano. This is particularly true with brands that are still made largely by hand. Keep in mind that there are 10,000 moving parts in a piano (and slews more that aren't supposed to move). Also much of the instrument is made of wood, felt, copper and steel — materials that can react to varying environmental conditions during shipping, storage and on the showroom floor. Pianos are simply not comparable to things that one normally buys new in the box, like a camera or TV or coffee pot. Those are mass-produced and should all be identical and unchanged by their journey to the store and then to your home.
That said, yes, some people buy pianos new in the crate and are very happy with them. Generally, however, dealers like to take delivery and uncrate/prep pianos for sale. That way, the dealer's tech can ensure that the instrument hasn't been damaged in shipping, can remove all the shipping materials (including anything used inside the piano to prevent undue movement of the action during shipping) and, of course, to put the piano in optimal playing condition. I've read some descriptions of dealer prep that were quite eye-opening in terms of the number of things that really should be checked/adjusted before the piano is even tuned the first time.
This is all rather tangential to your original questions, to which I say:
It's generally best to play any piano before buying. As for how it will sound in your home ... almost certainly louder.
It may also sound brighter/harsher if you have a lot of solid flat surfaces. There are myriads of threads in these forums about making a piano that sounded wonderful in the dealer's giganticus showroom sound just as good (and not overwhelming) at home.