Luckily, from what I found online, this is a myth. It originated from a lady whose cat recieved chemical burns and blamed it on spraying of boxes (she deleted her post in the end) Amazon does not routinely spray pesticides or rodenticides on packages. There's no more risk from their boxes than any other manufacturer etc.
They can't, however, rule out any risk from accidental exposure or cross contamination of chemicals which seems to have been what happened to the original ladies cat. So while they're safe, technically, just be mindful that having been shipped through the postage system or in a courier van, you can't guarantee their safety 100% as they could have come into contact with chemicals on the van floor or damaged packages in the same delivery.