Maybe they stockpile the consoles and flash the firmware just before they box them and ship them out.
There was that early leak of the 3DS hardware from a Chinese factory producing them, and it didn't have firmware on it, then. Wouldn't be surprising to start hardware, and still allow the option of tweaking the firmware before release. That said, with the history of the Wii not going into full production until getting the chip shipment from IBM in early September (?), Wii U may still not be in full production, yet.