Start out with a soap case for travel. That ought to be good enough for safekeeping. If you want to get fancy, buy some packing foam and cut it out so that the razor fits snugly into it, and glue it into the case.
The Feather Popular and the Russian "Ideal" (Super Adjustable clone) come in plastic boxes where the Fatboy fits in. These options cost a but more than the Merkur box you linked to, but you get a razor with those boxes. The Fatboy does not fit in the Weishi box though.