Wouldn't make much sense to ship a CPU with a cooler that can't cool it! It wont work unless there is some defect or anomaly occurring, such as:
-Defective cooler fan (too slow/doesn't work)
-Defective CPU
-Strange setup that prevents almost all air from flowing.
Upgrading the cooler is necessary if you decide to decently overclock or find the stock is too loud.
If you undervolt the stock speeds, it will run even cooler.
HOWEVER

I think upgrading upgrading coolers can be one of the more fun things to alter with a pc, as it is very influential in expanding the limits of your performance, though it can be trying at times too.