Maybe it's different for different industries, but in the chemical industry, i've never asked for the coating (is it lacquer or enamel?) and have always gotten it.
If it's destined to be"stock" pipe then it's more likely to be coated with some sort of preservative, but large quantities sold to the user probably not unless it's part of the spec.
My motto: Learn something new every day
Also: There's usually a good reason why everyone does it that way