As others said cosmetic flaws in the tire will easily make you believe a wheel isn't true. Sometimes the tread strip doesn't get laid straight and in the proper line before they vulcanize it on or what ever they do nowadays. Sometimes incorrect seating of the tire bead will make it lean to one side more in some places.

But I'd suppose it's possible that if the tensions on the spokes are way wonky then that might be part of the issue too when weight is put on the bike. I use to true my own wheels, but eventually realized that I could have a perfectly true wheel and some spokes be loose and others too tight. Since I didn't have anything to measure the spoke tension and didn't want to have more tools laying around for occasional use, I decided to let a bike shop handle my wheels when I need such. And I found out they don't charge much to do a really good job on them. So more time for me to do other stuff.