All regular, non dresser, First Editions should come with the welcome box, yes.
Some Classics, per reports here, have come with it too. It's not 100%, but consistent enough that you could probably insist on it and get your way. It seems to be up to the dealership and may, in actuality, end up being a product of the dealership simply not knowing what to do.
/My welcome box was with the part department. The salesman had no idea.