Yes they do. I think the point a lot of people are missing here is that while "breaking in" does smooth rough parts a little it is completely unnecessary for those parts to be smooth for the gun to function. Millions of military weapons have rough parts in them when new but still function reliably. But when a manufacturer tells customers to keep "breaking in" the gun when it won't function out of the box it is a scam. You want to see roughly finished parts in a gun? Look inside any Ruger revolver that has not been smithed. They're full of burrs and rough bearing surfaces. But I have never seen one that wouldn't function 100% out of the box. While it would be nice to have finely polished bearing surfaces in a new gun it's considerably more important to the user for it to run out of the box.
The only exception I see to this would be Les Baer's guns (especially the wadcutter guns). But they are built for an accuracy standard that few others are even thinking of offering and few customers need or want. Most Les Baer's are so tight when new that a lot of guys can barely pull the slide back (even with the hammer cocked). But this is only done so that they will stay tight for a very long time. And they do. A gun that was never tight when new and doesn't function isn't going to start working because you put 500 rounds through it. It's poorly fit.