Your pony, your choice! And it's not like she's in a nice designer box with a window. I think some people keep her in her sealed plastic bag but out of the box; at least you could see her that way but... I'm sorry... Ew? displaying a pony in a plastic bag? (much less trying to brush her hair? LOL)
The only ponies I have still in their boxes are the art ponies and Fair and Comic Con, because I like how they look that way, in their fancy boxes, and one or two o thers that I'm not sure enough about removing (ie, am I going to ultimately want to keep them? I'm not terribly attached, I guess, but maybe that's because there's plastic between me and them--mostly G2s). However, if I wanted to, they'd be out in minutes, very carefully, so they could be put back in again for display. It helps that my kid likes to debox his, so if I really want to play around with one, and if I asked nicely heh, he'd let me. LOL