But it wouldn't be part of the wheel... there's no reason for it to be, and it'd make the car impossible to use in countries with snow where you need to change the wheel every spring and winter.
Depends entirely on the car and the wheels. For cheaper cars with cheaper wheels it’s cheaper to have two sets of wheels instead of paying someone to dismount and mount your tires.
For a fancier car with expensive wheels, it’s generally going to be more expensive to buy another set of wheels than pay for 5 years of tire mounting.