Some of them.
We have many times found the same faucet will weigh less at the box stores, and often they have a slightly different model number. They will have product made up for them that is less expensive, because after all, people expect to pay less there, and what better way then to bring in cheaper stuff to sell. If you look at the Moen site, you will notice different part numbers depending on who is selling it.
I know flooring guys that won't install box store stuff. They tell me it's thinner than what they normally install. And if there is a problem with it, the homeowner blames the installer. The best way to keep the customer happy is to install known product.
And then there are the returned boxes that go back on the shelf.
Sometimes a part is "too much money", so someone picks up an entire faucet, and then swap their old parts and keep the new innards. They return it saying it wasn't needed, and back it goes on the shelf. Kohler now puts a date on the valve body and the cartridge for just that reason. You can tell if the good part has been swapped out.
I don't buy my parts there either. I have my supplier bring in stuff I like.