It's more accurate to compare large ad agencies to the lawyer analogy. Which then, makes complete sense.
Back to my analogy. You will never go into a lawyers office and demand he "write a case study and strategy document" for how he plans on dealing with your crazy neighbors because they killed your dog. He will laugh you out of his office, while sending you a bill for wasting his time. But...you can walk in and ask his opinion, get a feeling for his ethics and ask for references. This is akin to the interview for the designer or developer. I see nothing wrong there, on either side.