As long as support can fix this, it isn't really a problem is it? If you point your domain to heroku having not set it up first, that's on you...
On the provider side though, requiring ownership verification (txt records, etc) introduces friction on the on-boarding process. It's likely any reasonably competent provider that doesn't implement verification has had a serious internal discussion about it and decided it's not worth thinning their funnel for.
> If you point your domain to heroku having not set it up first, that's on you...
How is it on you? it's possible a previous owner had a heroku app with that domain attached to it or someone just added it to their app before you setup a heroku app.