>Not sure how you could avoid this vector.

While this is a theoretical problem anywhere, it's a practical problem when ordering from Amazon far more often than anywhere else. Going to a reputable physical store likely shields you from the second scenario nearly as well as the first. Also, in the case of Yubico at least, you can order directly from their website, which presumably minimizes the number of hands the product has to go through, thus minimizing opportunities for a counterfeit to be swapped in.