My previous one (Samsung NXPsomething) needed a dongle but it came in the box. My current one (Microsoft Surface Book) doesn't have one on the device itself but there's one on the official dock which is the best place for it anyway.
Worth mentioning though it's simply a port adapter. Not a USB device or whatever. So it works for things like PXE boot, etc., and has performance identical to regular onboard Ethernet.
I've never been bothered by the adapter. It just sits there attached to the (thin) cable I always carry in my bag anyway.
