Suspicious new and plastic wrap sealed iPhone SE came with iOS 12.1
It is not uncommon for sellers and manufacturers to open "sealed" products, update them, charge the battery, etc. and reseal them to sell as new.

In the US, it's perfectly legal to resell a previously opened product (and not as refurbished) provided that the process is conspicuous and documented.  It's likely the UK has a similar law.

There are steps you can take even if you have questions about the legitimacy of the product you purchase.  However, my best advice is that if you feel that packaging is suspicious, trust your instincts.  Return the product for replacement or refund.  That type of concern with always linger regardless of whether or not it's unfounded.