All pistols in my experience should be/must be stripped when first unpacked, cleaned, oiled and rack the slide and engage the slide stop and work the safety, then put in empty mag to see if all is functioning. Good shooting.
I haven't bought a "new" gun in as long as I can remember. So, I've never had an opportunity to even consider this. In the "old days" it made sense, but in what I called the. "old days" people buying guns were much more likely to understand this. It's now 2022, and I suspect buyers expect to purchase something, and immediately start using it.
As for me, I think the safest way to deal with this is exactly what you've written. Then there is no question.
About the red dot, in the video review posted by Hickok45, we see that rear sight with a large set screw unscrewing from it, as if it's about to fall off. Hickok notices it, and screws it back in with his hands, and surprisingly never says anything about it. My assumption is that I can push the rear sight out of the dovetail, and someone will soon provide a replacement part, to which something like the Vortex Venom can be attached - and it's small enough, and light enough, that it should work great on the SA-35. This is all for future reference - the gun comes with "iron sights", and I expect to leave it like this for a long time. It's amazing to watch Hickok45 hit one thing after another, aiming so quickly. I pay attention to what he does, and he is very precise, and he holds the gun very steadily. I've been practicing this on a Les Baer Premiere II, with iron sights, and I can shoot well with them - but only very slowly.
I mostly will be using this gun to shoot at my local Bullseye range, and while there is no class for 9mm, I'll have no problem using it at my local club. It's not in any way being bought for "defense", nor do I have any need or desire for a holster. At my club, very few people shoot one handed, which is necessary to compete in a "real" Bullseye match. My club allows both - use any gun you want, with one or two hands, in the "club" group (at 15 and 25 yards), or use a bullseye-legal gun, held in one hand, in the "Bullseye" group (at 25 and 50 yards).
I read that it's a "heavy gun", but my 1911 with a rail and an Ultradot or Aimpoint sight mounted on top is almost certainly much heavier.
The gun will arrive at my local gun shop by 9pm Monday, meaning I'll most likely get it early Tuesday morning, 3 days from now.