You can not get completely airgapped device as machine might be subjected to pre-shipment inspection by manufacture that includes the checking its connectivity to Internet.
If the machine is provably airgapped, then how can such inspection harm the user?
As long as the wallet is legit, recommended and airgapped, there is nothing that will happen because you only want to use the device for signing transaction and also for other offline purposes.
Technically speaking, there can be other attacks. If the manufacturer knows you're going to install a particular wallet software under a particular operating system, they can tamper with the BIOS and inject malicious code to compromise the security of the computer. However, I have never heard of any such attacks in practice. But, this is a reason why it's recommended to buy general purpose computers and not hardware wallets, like Raspberry Pi with SeedSigner.