My expectation with new skis is no wax, perfect edges, flat base. I mean they're brand new, right, not a kit?
You can ski with no wax. It's not illegal, and they will slide. If you like freshly waxed skis, by all means, go that route. Once you ski a lot, you'll really notice the difference in a good hot wax. (Ski shops mostly use an assembly line flapper applicator, the wax is not ironed in. Ironed hot wax costs extra, and saturates the bases far more thoroughly)
Factory skis will have no de-tuning. If you aren't used to that, they may feel hooky or grabby. Most common ski tuners will de-tune tips and tails unless requested otherwise. Also, most shops use a general purpose wax, there's better waxes out there with more specific temperature ranges.
Tunes vary widely shop to shop. Ask questions,
I've skied many skis right out of the box, usually with nothing more than a good hot wax. I challenge any average ski shop machine to put on as good an edge as comes from the factory.
Yes, break-in is very important. For the first 3 runs you need to be on flat groomers, making no more than 1 turn every 8 seconds with no radius less than 30 meters. The fibers in the layup schedule need to bond, and too much turning will generate too much internal friction before the molecular alignment occurs. The second 3 runs you can do a turn every 5 seconds, and then you're good to go.
(OK, I made that last one up, did anyone go for it?)