I would email them and let them know that I wasn't that pleased to get an open box item, but also inform them that I'm not going to be part of the problem by demanding anything in return (incessant returns drives up the cost of business for all of us, or cuts out profit from makers and let's be realistic - anyone making knives for a niche market is never a bad year away from shutting down).
There's information they should be aware of.
The only reason I would personally deviate from the above would be either:
1) I'd literally bought the knife as new, never to be touched or used intending that it would be in that shape in the future (for possible sale, or just collection)
2) there was a functional problem
More than once, I've gotten something that was supposedly open box and inspected/checked/confirmed only to find out that the item was defective. I've also been accused by a seller who obviously didn't check things they were reselling of switching items in the box, and only getting a partial refund on ebay (ebay then stepped up and topped off the refund, but in doing so, they covered for a sham seller).
Things have changed a lot over time - it used to be that a guitar on the floor of a dealer was new, no delineation from anything else, and I actually preferred to get a guitar that was handled if I could also handle it because I could confirm it didn't have any funny feels, workmanship issues, etc, or in the types that vary, that it was a "good un".
Now, I see a lot of listings online for two year old guitars that have been a "demo model", literally just sitting on a store floor, and nobody will buy them because they've been touched. When they are 20% cheaper or more vs. new, I buy them.
I can remember in the 1990s if you found a les paul at a dealer with good prices and it had some minor marks on it from people playing it, you were happy to get it as it could be months before another one would show up if you passed it by, and before internet price sharing kind of flattened out all of the prices, the price from one dealer to the next could be drastic. My dealer at home discounted 40% from retail, and the dealer here (several hours away) discounted 10% off of retail and was happy to turn stock over slowly for a high margin. On a les paul, that could be a grand of difference.
Now, people just put the guitar back in the box, send it back to the dealer and the dealer has to lump it - even if the only person who actually touched it was a tech looking it over. The only way to guarantee something is untouched is to get it drop shipped from the manufacturer (and from experience, a lot of those guitars have problems due to skimpy QC and nobody at a store culling them and sending them back).