In the USA, all new bicycles sold have a list of features they're required to have by the Consumer Product Safety Commission (a federal agency, with jurisdiction over all 50 states). Spoke reflectors are among them.

Some shops don't put them on because riders don't like them.
If your bike didn't come with any and you want some, call the shop and ask for some. They probably have extras laying around that they will give you for free (assuming you bought a new bike there).

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You can now get tires with reflective sidewalls, but these are not quite as good for safety as the spoke reflectors. The reason is that if you are moving on your bicycle, the spoke reflectors allow cars approaching from the side to see which direction you are moving in (either toward the point where you and the car will cross paths, or away from it). The reflective tire sidewalls don't show that.
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