Yes, the major browsers ship the HSTS preload list compiled directly into the build. That's why it can take months for a domain to, once submitted, actually be preloaded across a majority of users -- because the browser nightly/beta/release build cycle alone is 2-3 months, plus the time that it takes the average user to update their browser.

Incidentally, this is one of the major advantages of HSTS preloading at the TLD level, namely, that all .app domains are already preloaded and have been since 2017.