I don't think it's that the bike is more fragile when shipped, but it's susceptible to different kinds of damage. Bike frames are optimised to be extremely strong in certain directions whilst using the minimum amount of material and certainly with carbon fibre, the frame "tubes" are incredibly strong to riding bumps, but can crack horribly when bumped from the side. Metal frames tend to be more resilient to sideways knocks, but the principle still applies.

When shipped in a large rectangular box (the most practical shape for a bike), there's more chance that the impact is going to be on the large face and that's the direction that bike frames are not optimised for.