I have had it all kinds of ways. I have had them come with a registered name and a call name. I have usually kept it unless it was an 8 week old puppy and I will call it what I want and my breeders have not given a name yet. I do not generally care if the dog has a registered name already or the breeder wants it to be something in particular or if they have a theme. I usually agonize over it if the litter has a theme. So it is easier if they come with a name.
I did not have a litter theme when I got my Parsons. We named the bitch, but since we did not take possession of her littermate brother until he was 11 months old, he came pre named. I LOVE his registered name and call name anyway.
The ibizan hound came with a litter registration form, I had to file his papers, and since I did it online, I could have changed what they had written in. But I liked his name as well, so I kept it.