I believe those capsules were sent to random youtube reviewers and came with instructions for doing the youtube review. If it actually comes in that package I would suspect it's someone selling their demo model. Otherwise it's likely just a photo paired with the cpu and will probably ship in the standard box. Even the standard boxed models ship without coolers though.
That aside, a phanteks tc14pe, be quiet dark rock pro 3 or noctua nh-d15 would all be good coolers to consider. All are more than capable of handling more than 140w of heat. All are fairly quiet, no messing about with software programs for water cooling, no chance of leaking on a $1000 chip.
Its not necessarily as long as you get good temps cause some good air coolers are better than water. But i will prefer a water cooler when you overclock cause it it cools better if yoh give stress on it