I did indeed read that they come waxed but that the wax isn't that good so you better wax them before riding.
In the near future I'll learn how to wax my board and get the gear. However, that's not possible atm so I'll have to hope that there are some good hand wax'ers down my resort.
I think that's overkill, even factory wax will get you through day 1, and maybe more expecially if the snow is soft.
Now if you were going to lovingly hand wax the thing personally I'd say why not if it makes you happy, but to pay for a hand wax on top of a virgin factory wax is a waste in my opinion, you'd have to be joe pro boarder to notice. If anything I'd rather ride it to scrub off the factory wax before putting the good stuff on.
Of course you could ask the shop to strip the factory wax then hand wax if you really like to burn cash...