The box is likely made of plastic, although it would be cool if AMD had used tempered glass as it would certainly add a more premium feel to the product. However, tempered glass would unnecessarily jack up the final price, so we'll settle on plastic.
It would probably be rather impractical to make a complex, curved box out of tempered glass. You might end up with a box costing hundreds of dollars to manufacture, for something most people likely aren't going to use once the processor is installed in their system. : P