You would hope that they had faced/chased the frame prior to shipping, but they probably didn't. The thing is that it removes any finish on the faced surfaces, which might not be the best thing from their perspective. Most stock bikes are not faced/chased even though most need it. Most custom bikes are faced/chased. The LBS I go to does this on every bike they sell, and they report that most of them need it.

This is the sort of thing that is worth taking a bike to a competent bike shop for. Pressing a headset in is not something that is as trivial as it looks.