I have seen that "loop" thing a lot in raceway wiring methods. The wire gets pulled, unbroken all the way through. The argument was that there are that many less connections to fail. As an aside, Removing the device would not "interrupt the continuity" of the circuit ref 300.13(B).
In this case I am guessing that was a way to tap that circuit without wirenutting all the wires and bringing a pigtail out to the device. They must have looped the RX through the box. Sloppy but not illegal.
Usually you just see this looping in switch feeds.