Seen this question a bit on facebook etc.
The answer is actually pretty easy:
It depends on where you buy it, and if you get a carrier/network version of a phone. The network/carrier more or less decides what goes into their sale pack.
This was said by HTC April 18th 2014
Included in box accessories are unique to each carrier version of the device. There is no consistent set of included accessories as it varies based on region and carrier, however we can confirm that the US and Canada variants will not have a case. Check out some of our case options to keep your device safe here: http://s.htc.com/16Gn0K7.