Think of it this way - instead of packaging iWork with the computer and making you purchase iLife (iPhoto, iWeb, iMovie, etc.), Apple chose to package the latter with the computer and to allow you to then purchase the "productive suite" that you prefer (MS Office, iWork, etc.). They do give you TextEdit as a free word processor.
There's really no "should it not be" about it - in any situation, you pay for the specs shown on the box. It should say "iWork Trial" on the box (or in the online specs), if even that. Otherwise, it shouldn't be expected. Just as you wouldn't expect MS Office to come pre-loaded on a computer unless you saw it listed on the box.
I guess my point is, don't let this specific thing spoil your new computer experience or your feelings toward Apple. In no way were they attempting to mislead you into believing you'd have a full, free version of iWork with your purchase.
May your computer bring you much happiness!!!
(And, iWork is definitely worth the price - in my humble opinion - though others will and do disagree.)