Maybe he didn't understand you and thought you meant wrapped with insulation. The fact that he is talking about blowing insulation into the weight boxes is a good thing. Most companies don't without a serious upcharge.
Wrapped and caulked is bending custom painted aluminum to fit around the outside sills and casing. This part of the install can be the biggest place you can tell your installers skill level. It makes the difference between an ugly job and a beautiful one.
I posted "before and after" photos of what wrapping looks like on this site's sister site. The link is:
http://vinyl-replacement-windows.com/fo ... .php?t=268