The environmental costs of production, transporation, storage, promotion, and display of each of their t-shirts would dwarf 1000 times the environmental cost of the plastic wrapper. So much so that removing it would be a moot point -- like optimising a function that the code spends 0.01% of its time in. Removing it would be just the environment theater / token gesture companies love.
What's worse, the "fast fashion", "consume clothing/throw it away/don't hand it down/don't keep it longer" mentality necessary for Uniqlo and others to show growth year after year has even worse impact on the environment.