I'll echo what some others here have said, that it doesn't anger me per say, but is irritating. Sure, you're going to eventually resharpen it anyway, but not everyone wants that to be the first thing they do with a knife, and in my opinion it shouldn't have to be.
Someone likened it to getting a toy without batteries, I don't think that's the best analogy myself. A toy is for entertainment, and while a knife may be a "toy" for some folks, for others it's a tool with a purpose.
I'd say a better analogy would be buying a car without gas, or oil, sure you're going to have to fill it up or change the oil eventually, but at purchase? Or say you buy a hammer without a shaft, it's possible that down the line you'd have to replace a wooden handle, but if I buy a hammer I probably have something that needs hammering and don't want to spend time hafting a handle beforehand. Seems in line with buying a knife, most folks that buy one need a cutting tool, not everyone is a knife nut buying for the thrill of the hunt or to try out a new pattern/design, etc.
That said, I generally reprofile and sharpen my knives early on as well. Not always right out of the box, but occasionally. Guess I'm on the fence here, in that I expect a knife to be sharp, I just don't expect it to always be the type of edge that I'll use or up to my standards of sharpness. To each 'is own though, that's just my two cents.
Gautier