Boxed Skylake "K" series processors do not come with a cooler anyway. You are choosing between a locked processor with a stock cooler, or an unlocked processor sold alone. If you want to OC, get the 'K" series, if you dont, consider a Xeon.
There is no quality difference between retail (boxed) and OEM (tray) processors. The differences are a shorter warranty period and you have to get a CPU cooler separately with the tray ones.
It depends on what is more important to you, money or performance and/or whether you want to overclock. i7 6700 vs 6700k
The boxed version will come with a cooler in the box. The tray version does not include the cooler so that will be added to the price also so the price difference is not just the 41 but 41 + price of whatever cooler you choose. That makes sense because the 6700k can be overclocked and the 6700 can't. How far you are willing to push the overclocking will determine the amount of cooling you need.
Boxed Skylake "K" series processors do not come with a cooler anyway. You are choosing between a locked processor with a stock cooler, or an unlocked processor sold alone. If you want to OC, get the 'K" series, if you dont, consider a Xeon.