Anbernic devices in particular are known to ship with an SD card that’s preloaded with a fairly large game library. I own a RG351M which did indeed include a cheap card loaded with both the OS and a collection of games by Nintendo, Sega, and many others, plus some strange rom hacks. I immediately swapped that card out for a better one with a better CFW and my own files.

Most other notable names in the emulation handhelds space like Retroid, Ayn, and Ayaneo expect users to be able to provide their own files instead, which I’d say makes more sense.