I've heard the whole grey market "distributors don't want it traced back to them" line. I strongly suspect bullsh*t. I've ordered online from vendors selling outside of their region that leave the codes intact. Who are they afraid is going to raid your home and trace back boxes in private possession to see where they came from?
My concern would be seals that have been counterfeited perfectly wouldn't be able to pass the Habanos authenticity check for multiple boxes. If they print the same code on all your boxes then you know it's fake since each box has it's own unique code. I could print a bunch of fake seals all with the same serial number XXXXXXXXXX which is a real box of say Cohiba Siglo VI which would pass inspection but since they can't ALL have that number it's an easy way of being caught. Also I heard it's possible batches of seals were stolen from actual factories and sold to counterfeiters. In this case, Habanos can just void the number batch. So counterfeiters would have perfect seals but invalid serial numbers.
Either way, I just make it policy to have fully intact boxes with seals ;-)