Thanks for your input on the subject, and by the way I purchased it at a highly respected woodworking shop and I plan to talk to them about the situation. Also, the package of blades and saw show no signs of use. Your explanation, that the store might have opened the saw to show a customer how the blade is installed, sounded like the most likely situation, but just after that I found another person that had experienced the exact same thing, so I now question the likelihood of this happening in two separate stores to the exact same model. It seems more like the manufacturer might have checked that the blade can be inserted and released with no problems, but even this explanation doesn't hold water, as I would think that if they just wanted to check this function they would use a spare blade rather than opening the blades supplied in the package.
I'm probably making too much of the situation, but I have never had this happen to any other Festool product I have ever purchased. If anyone out there has bought one of these saws and found the package of blades opened please let me know.