Depends on the LSP client you're using. Eglot doesn't do a whole lot to manage them, and leaves it to the user to install language servers they need. lsp-mode will find and install language servers if needed.

I'm not currently using LSP for any of my work, so this isn't an issue for me.

(Should I be? I mostly write R code, and ESS is fine for that.)

Most often lsp-servers installation is bundled with lsp-mode via 'install-lsp-server'