It isn't just cup&cone bearings that can do this.
Cartridge bearings will do it also (spin rough) if there is excessive lateral force placed upon them,,,,, like if the nuts just outside of the bearings on the axle are too tight. They will also wear out really fast too.
With either cup & cone or cartridge bearings, you can adjust them for minimal play but you don't ever preload them (torque them down so much that they actually feel "tight" when you try to spin them). The axle should always be a
very-tiny bit loose in the wheel when assembled.... The ONLY bearings you normally preload are tapered roller bearings, and I dunno if any bicycles use them for anything(?).
If the wheels are REALLY cheap, they may also have manufacturing grit/metal chips in the (cup+cone) bearings, which will cause roughness also. In that case it is advisable to clean out the factory grease completely and put in something yourself.
(You might think that they would be careful enough not to get metal chips inside the bearing grease, but uuuhhh,,,, with any cheap machinery, its worth checking at least as much as your time & money are worth anything. Ive seen machinery that came with CASTING SAND inside the bearing races...
)