They don't sent it in plastic. They send it in a foam type of thing. Or that's what I got in my rose will challenger. It might vary between cases, but I'm not sure. But there is no reason to have a anti static plastic that your pc case is shipped in.
No, it's not anti-static. It's just to keep any excess moisture from getting into your system most likely. Nothing to fear, however, as once your components are inside your PC case, there is generally no static.