They do, I believe. its called taking them out of the box with the action already set high to mask any truss rod or fret issues, roughly tune them and hang them on the wall.
If you want a proper setup you can ask for a free setup and wait a day or two for your guitar to be ready (don't expect to jump the line). Instead you can haggle for a discount or a freebie instead, or just walk out the door with your new guitar and head for home to set it up yourself (or not) and enjoy it.
