Are you referring to NEW guns or USED guns? NEW guns are commonly test fired so evidence that it has been fired is not earth shattering.
Used guns shipped excessively dirty is unprofessional in my opinion and I have given negative feedback to one dealer 10 years ago for shipping me a filthy gun. The funny part was that this guy blamed my receiving dealer for taking the gun to a shooting range before I got to it. I thought that was a class act for him to first deny shipping it that way and then to blame another dealer.
Sometimes getting a dirty gun could mean you received the deal of the century because the seller was not smart enough to see through the powder residue to see what condition it truly is in.....It can go either way.