When I bought mine two years ago, what they shipped me was a new thermopen in a sealed retail blister pack (ie, it was not an open box but a brand spanking new and previously unopened unit). A lot of people have posted they also received units in a retail blister pack. They also have the full regular warranty.
Thermoworks seems to do this every year right after Christmas. I don't know if they are clearing the shelves of last years stock (and it's not like they come out with changes to the thermopen either is it). They did add the back-lit model to the "open box" sale this year.
Bottom line is if you want a thermopen, this is the only discounted version I've ever seen the factory put out there. I don't think I've ever seen a negative post about them or this sale before.