The console itself originally came in one of those padded baggies just like your controller did. The returner must've forgotten about that or for some odd reason tossed it while holding onto the one for the controller.
Anyone bought one of these decorations for their Mini?
https://www.etsy.com/listing/8098664...BoCloUQAvD_BwE
Thinking about getting a Galaga cartridge for mine. If it doesn't look good or won't stay in place, it's not like it cost much.