I don't think it's weird. But, I always open shipped packages as soon as I receive them. If the individual contents were gift-wrapped, I'd leave them wrapped and put them under the tree. If they weren't gift-wrapped, I'd just start enjoying them right then, maybe put them under the tree as-is; I wouldn't rewrap them.
In my experience, the shipping box plus packing materials make the gift take up much more space than the individual items really do (a problem in my tiny apartment, and when I'm transporting stuff elsewhere). Plus, I've had some experiences where I've set the package aside to be opened later, only to find that I'd misread the label/made assumptions and it wasn't really for me at all, or it was something I had ordered to give to someone else. I shop almost exclusively online and receive a number of gifts from others through the mail also, so the potential for confusion is high in my house.
But as long as something like that doesn't happen often, it should be no skin off anyone else's nose if you wrap the shipping box up and put it under the tree for later.