Awe, that sucks. The game is actually VERY rare, so having a box for it would have been great.
It was a blockbuster rental exclusive, so you couldn't own the game unless you got lucky enough to buy one from blockbuster video.
Actually, I believe that EA offered it through mail order too. I recently found a complete boxed copy at Savers (for $2), and I noticed that the "rental store exclusive" logo on the insert and on the instruction manual were covered by a "if it's in the game, it's in the game" sticker. It still says "rental store exclusive" on the cartridge. My guess is that the mail order copies had the new stickers, because if a person orders it through the mail, then it's not a rental store exclusive.
I've searched Ebay listings, and I don't see a premium for either version. I've looked for information regarding how many copies of each version were sold, but I can't seem to find that info. Now that the game is 20 years old, I doubt any new data will surface. The best condition copies seem to be the mail order ones, because rental stores usually wrote or stuck stickers on the carts, books, and boxes.