Some do, some don`t.
Probably as a marketing toy but the cheaper models allow themselves to be hacked. The Grundig is region free from the box.
Brands like Pioneer have had better protection, and often a chip will suffice.This usually adds about £20 to the purchase price. That is the usual add on from companies like Richer sounds
One question I would ask is when you create a disc yourself, is that always region free?