I don't really see how the NRTL listing has anything to do with alterations to that product after it is installed.
I do agree the code seems fairly quiet if not silent but there are some articles you could apply.
300.22(B) is right on.
This might apply if there is a significant temperature delta
300.7 Raceways Exposed to Different Temperatures.
(A) Sealing. Where portions of a cable raceway or sleeve are known to be subjected to different temperatures and where condensation is known to be a problem, as in cold storage areas of buildings or where passing from the interior to the exterior of a building, the raceway or sleeve shall be filled with an approved material to prevent the circulation of warm air to a colder section of the raceway or sleeve. An explosionproof seal shall not be required for this purpose.
You wouldn't want it raining in your boxes if this is A/C. If nothing else you don't want it sucking dirt in and packing the box. Sealing around penetrations will be important to the HVAC tech I imagine, if nothing else to keep it from whistling and causing a callback.