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 Explosives are not the only way of interfering with the supply chain although I recognize that coinkite goes to great pains to identify and prevent any sort of shenanigans.

The example I was thinking of was a gov demanding that a large hardware wallet provider ship through them. Which is, I presume, what happened with the pagers. 
 Fair point but they have sort of figured that one out too as they send it to you direct and put it in a sealed bag with a code on it which matches the device. I am sure the spooks can tamper with it and could do a good job of obfuscating the fact they have done it to you specifically especially if you are on a list somewhere but how many coldcards do they send out a week? It's sort of getting into the realm of the improbable  
 I hope you're right. I think it's still a good idea to not assume that and think about other possible weaknesses.