They do, "... though it's generally understood, not quite the way you would." The manufacturers do what they are supposed to be doing - adjusting their sets to maximize SALES to the masses at the lowest cost of calibration possible. That means they must adjust the factory settings to super blue, high light output states to look bright in competition with sales floor fluorescent lighting and every other manufacturer trying to look brighter. Joe six pack has no clue about image fidelity and will always be fooled into thinking the brighter picture is the better one. There are a lot more J6P's than home theater congentii, so guess who the sets get "calibrated" for? That's just plain GOOD business, but not necessarily what the HT crowd knows is better.
Also, doing a "high quality" factory calibration costs money, which would make the sets more expensive. Most of the time the sets are calibrated to "factory specs" rather quickly and probably in an automated fashion--a computer adjusts parameter X until voltage at point Y equals Z volts, or light output on the CRT equals B foot-lamberts for example. Gray scale and geometry are rarely calibrated with any amount of precision.
The "J6Ps" will buy the set with the brightest looking image, so they tend to be calibrated with a high color temperature and the contrast set to maximum, so the drones in the store only have to plug in the set and plug it into their video distribution system and bingo, the set sells itself. Only the minority of folks (HT enthusiasts) will concern themselves with proper calibration of TV sets so the manufacturers don't waste their money on it.
Still, it would be nice if the sets would have two modes--showroom mode (contrast and sharpness cranked, color temp at 20000K or whatever they use), and enthusiast mode (contrast more normal, color temp a reasonably calibrated 6500K, no edge enhancing features, etc.). Some sets have features like that but they don't usually get the color temps right out of the box.