The box stores are not spraying any insecticide or even systemics. It's happening at the nursery. When nursery workers water, they zone out like you do driving on a boring highway. Everything gets watered and sprayed the same unless it's in a different greenhouse. I've seen nurseries with big signs on succulents, in English and Spanish, that say don't water, and the people water just the same. The box store doesn't have much control over this. Shipments get rejected and destroyed if they have any insects, so just to be safe, they spray everything. My guess is they figure you will let the plants grow for a few weeks before eating them, and by then the poisons have worn off. It could even be that the delivery truck was sprayed.
Your best bet is to buy organic seeds and grow the plants yourself. Even then, spray can drift in from a neighbor's yard.