No. It’s actually a good thing. First of all, the whole point of a camera with interchangeable lenses is you can attach whatever lens you need. Unlike a simple point and shoot with its non-removable lens you aren’t limited to whatever the manufacturer builds into the camera. Second, everyone has different needs and budgets. So it’s usually desirable not to include a lens so you can choose the lens or lenses which are right for you, not some generic lens. Third, what if you were to buy another camera? Then you would have two of the same lenses.

Having said that, Canon do sell many EOS cameras bundled with included lenses. Such lenses are called kit lenses, but frankly not all kit lenses are of a particularly high quality. You’re often best off buying the camera body which suits your needs and finding a good lens to match it.