Unless youre buying one of the "starter" type set ups, most rifles dont come with a scope mounted. So, either you do it, or the shop does it.
A lot of rifles these days dont even come with sights on them. Those that do come with iron sights, are usually reasonably close enough to get you on paper at 25 yards. Most of the current leaf type rear sights really arent all that great and anything past 100 yards would likely be a challenge, especially with the usual "ball" type front sights.
I have a couple of M1 Carbines that went through the arsenal after the war and were upgraded and had a replacement front sight put on after they put the bayonet lug on. They were never "regulated" or rezeroed to the rear sight indicators, and required a little filing to get them properly zeroed. You could fiddle with the rear sight a bit to get a fixed distance zero, if you didnt want to change them, but they werent properly zeroed that way.
I think most of the handguns, at least service or similar size, are regulated to around 25 yards. The mini pocket guns, who knows.
A number of the older German and other Euro handguns used to come with a test target showing that they were shot and how they were printing.
Sights on handguns also usually offer a lot of different adjustments, with a myriad of types, different front blades, and rear sights, etc offered. "Adjustable" rear sights are another thing too on some.
My old S&W revolvers with "fixed" sights, seem to all be right on at 25 yards, with a dead on hold, 2" or 4". The fixed sights I have on my Glocks, SIG's, Berettas, etc, all seem to shoot "to the dot" on the front sight and not the top of the blade.
Some guns you just have to figure it out, or maybe even get a file or the soldering gun out.