Offhand, that sounds impossible (not that I'm doubting you), but downloading a package just puts the transport.zip file in core/packages and removing it just deletes that file (unless you deleted the files manually instead of doing it in Package Manager -- that could cause trouble).
If a package were installed (especially TinyMCE or Articles) it would make sense. Are you positive that none of them were ever installed?
------------------------------------------------------------------------------------------
PLEASE, PLEASE specify the version of MODX you are using.
MODX info for everyone:
http://bobsguides.com/modx.html