You're probably right about the pheasant. I don't see them selling so fast that they should be allowed to thaw. I don't think it's particularly dangerous if kept well refrigerated, but I don't like to see it in an open horizontal cooler where the temperature is highly variable top to bottom. My store doesn't have pheasant often, but the quail, rabbit, game hen, and such are kept in open freezers but are always hard frozen. And most of the shrimp offered thawed in the display has been frozen, but is always clearly represented as "FRESH" when it has never been frozen. I often buy the same shrimp in a bag from a freezer compartment. They just open the bags and thaw them on ice for the market display.
A lot of this is simply how much you trust your grocer. If you go back and find the pheasants frozen, you still won't know if it's the same ones, now frozen. Not really a health danger, because when meat goes bad, you know it. But it's not good food handling.
For that matter, the "FRESH" label usually simply means never frozen. I'm not sure that's a better thing in many instances. I do, however, like that my grocer occasionally gets Dover sole, and it's always fresh. I doubt such a delicate fish is unharmed by freezing.
Freezing is mostly purely a stock management tool that allows the food purveyors to keep and move meat in bulk without so much waste. We come to think of it as a matter of NOT FROZEN = UNSAFE STORAGE, but that's not true. Because cooking kills the organisms and inactivates E. coli toxins (and dangerous spores aren't affected by freezing or cooking, anyway), eating spoiled meat is more unpleasant than unsafe, and freezing is the ultimate delaying of the moment of spoilage. And you can refreeze to essentially stop the spoilage at that point. Buying thawed meat at the grocery is only a concern because you don't know how long you might reasonably expect to keep it before cooking it without it going to waste. But deviations from the norms of retail handling raises suspicions of their overall care.
"Kitchen duty is awarded only to those of manifest excellence..." - The Master, Dogen