No, it’s nothing sinister. Most user-facing business workstations run Windows and have a Windows COA or, more recently, have the Windows product key baked into firmware, so it’s easy-peasy for the seller to install a fresh, working copy of Windows. The Dell WYSE devices are Thin Clients, which are used to access Windows (or another OS) running on another PC or a server somewhere so the Thin Client doesn’t have or need a license; this means it’s not easy for the seller to install a hassle-free version of Windows since it will immediately start pestering the user for a license and for novices they’ll assume the computer is broken and return it. The lightweight Thin Client OS they use is neither use nor ornament outside an enterprise settings so they don’t bother reinstalling that. Obviously the seller could install Linux but the majority of people who are okay with Linux would probably sneer and say “ugh, Distro X? I only use Distro Y” and reinstall anyway, so it’s easier just to sell it without an OS.