Why? Because if the item turns out to be damaged or missing, you’ll have an easier time when attempting to dispute charges with seller or financial institution.
Not just for packages, but any thing you buy at a store, you should just film yourself when opening them so you have evidence in case anything goes wrong.
Also secondary LPT related to this topic: In some countries (in the USA at least), using a credit card has better consumer protections than a debit card. Just make sure to pay off the balance at the end of the month so you don’t incur interest.
I started doing this lately and it has made claims easier. I don’t have to use it every time since most of the time they take my word for it, but it’s definitely good to keep in your back pocket in case they dispute your claim.