The goodies may come with a motherboard or video card but they are not guaranteed to be included. It's a small risk for those of us who have a small spare parts store in the basement. The big risk is a DOA product and having to pay to ship it back to them. They do not test the Open Box products.
I believe Newegg also has a Recertified section for refurbished products. The Opened Box section is for customer returns and possibly items that were formerly in their ABS systems that did not sell and are being stripped for parts. ABS is Newegg's parent company.
Newegg.com guarantees all open box products for 15 days. CPUs, however, must be returned within 7 days for refund.