It would be almost impossible for this to occur. Not technologically, but practically. There’s so many contact points in a supply chain that a significant number of people would need to be on board for it to go undetected.

If you want to be 110% sure you can perform a Recovery Mode Restore when you purchase the phone, and before you set it up. This means the iPhone will have to go through ‘Activation’ where it registers and checks settings with Apple. If the software and/or cellular hardware has been tampered with it’ll fail Activation and brick the phone.