Short answer: No.

It's a simple question, but perhaps not one that's often considered, and it really only applies to very recent publications. The background is that it's possible sometimes to buy books still in their original shrinkwrap (particularly limited editions), usually having come directly from the publisher in such a state. Some sellers will charge a premium for this. The unstated advantage being that the book is as published, and thus as new. Alas, this is often not the case. Here are a few things to consider: 

1. You know the seller hasn't inspected the book. Sometimes you'll see that the shrink wrap has been carefully opened and slid back on, for the purpose of inspection, but if it's sealed, then the seller has no idea what they are selling you. In order to find out you have to remove the shrink wrap, and if the seller's not that scrupulous about inspection, are they going to be the type to happily accept a return when from their perspective you've 'reduced the value'? 

2. You don't know what issues have been there since day one. It's not uncommon for a print run to have issues. I don't mean issues and states (see here), I mean faults: missing plates, unprinted gatherings, missing signature or numbers, creases, mis-cut sheets, physical damage. You need to know these things, particularly if you're spending a good chunk on them or looking to sell in the future. Ask yourself if you'd be happy spending that amount of money if you knew that the signature had been missed off.

3. You don't know it's the original shrinkwrap. This is a silly one, but there are plenty of sellers who love a good shortcut to making money. It's just shrink wrap, it's easy to do. I'm not saying I've seen it done; how would I know. But I have seen books sell for £250 more because they're in shrink wrap, and if there's money in it, some dodgy chap will be trying to exploit it.

4. Shrinkwrap can damage books. The most common issues are bumped corners and wrinkling to dustjackets. It's not as though the shrinkwrap is so tight that it crushes the book, but it certainly doesn't let the book adapt as readily as the environment changes around it. The most common issue though is that moisture can get in and not get out as easily. This can cause the obvious issues such as foxing and contribute to mould growth, but less common issues such as ink transfer and in particular gilt removal.

5. It's not part of the book. Whichever why you cut it, it's just shrink wrap. It's not an integral part of the book, just like the shipping box isn't (unless it's printed identifying the book, then that can be slightly different). It looks horrible, and you'll want to remove it. It doesn't add to the value.

So why would you buy in shrink wrap? Well, the reality is that the book probably has been well preserved given the shrink wrap; in a decent environment the shrink wrap shouldn't make much difference and can protect it from rubbing and handling wear. But from a buyer's perspective, you're taking a risk and you should never worry about asking the seller to remove the shrink wrap. If they refuse, find another copy. Other exceptions include cases where the book was purchased from a shop with the shrink wrap still attached - this often has marketing material on there, so could be construed as constituting part of the item. I don't go for that myself, but I would always suggest preseving the shrink wrap separately if you think that's the case.