I've never heard of getting a new car checked out before driving it. Interesting. What would you expect to find? That the car might have been abused at the dealership before it was sold?
Lots of new cars have been damaged. It isn't every car, but enough that one should look. Sometimes it is little things like dents done during shipping and fixed by the local dealer. Then there are occasional major repairs done if something went wrong at the factory during assembly. And we cannot forget that Tesla that was delivered "new" but missing a brake pad.
QC/QA isn't an infallible process (see: Boeing) and defects or even missing parts may well slip by as the vehicle leaves the factory. Though, I haven't gone so far as to have a new car inspected by a mechanic, personally.