Its not super common but it does certainly happen and I have seen and heard of a lot of random packaging errors - from missing symbols, the wrong pony to missing horns and missing ponies altogether. Its probably to be expected when you consider the number of items being produced combined with the number of collectors who spot such issues and report them back to the community.
Personally I dont think it increases or decreases the value. Someone may be interested in it simply because its different [I am sure you will find someone who is] but most collectors who are keeping things MIB are most interested in the ponies within being in as nice condition as possible.
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