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.
I think looping was more common in older construction. Those devices didn't have the back-stab connections, so, if you wanted to avoid using a wire nut (because you had 3 hots and 3 neutrals to connect to the device) you had to loop the connection. I always thought that was a neat way to do it.
Now, what they do instead is to to use the back-stab and the screw. I've seen outlets where there was a wire under every screw and in every back-stab. That's pretty sloppy, I think.