Did they ever come with SD cards with the OS preloaded?

Sorry. Checking now, I find I was wrong.

And even the "The premium desktop computer" model on the RPi wesite today arrives unusable until the user provides an OS via another computer.

What would be a use case for this? Or is it for the challenge?

I think it's just a really cool flex

What is it that we use these days that wants small stripped down OS images that we talk about for days and days and days on hacker News?

Squares? Pigeon holes? Cookie jars?

Oh I remember VMs pods and containers

And you can run Windows! Sometimes that's needed.

You can run ARM Win 11 on the RPi 5, even in VMs. But that doesn't seem terribly practical, the little N100 I have running Home Assistant cost less than $90... I will stick with the Zero 2 W for anything in the sweet spot of "needs an OS but isn't doing too much, and uses GPIO" and x86_64 for anything bigger.

If you want to call “running” it doing it without complete networking and graphics support…