Manufacturers seem to liekto ship the tubes separately, and there's probably a good reason. I'm guessing that the tubes would be safer in the amp IF they could be guaranteed to stay in the socket, and there was nothing near to touch them. They would probably work themselves out, though, and that is when they would gat damaged. Holding them into the amp with a piece of foam would not help, becasue then the foam would transfer any shocks directly to the tube, resulting in damage. (You would have the weight of the amplifier landing on the tubes, even though the tubes would then be landing on the foam. Foam is a lot harder than people think) A foam soft enough to not do damage would likely be too soft to hold the tubes in place.
On hte other hand, tubes in their boxes, wrapped together, and wrapped in some very soft foam are so light, they almost float around in the box.
On hte other hand, tubes in their boxes, wrapped together, and wrapped in some very soft foam are so light, they almost float around in the box.