Let me clarify and answer all your questions.
I own both a 3800 and 3900 openers.
A: The 3900 does NOT come with a deadbolt in the box, for those who dont know.
B: On the 3800,3900,8500... If you lift the door manually without pulling the release handle, the opener holds the torsion shaft from turning. To open the door you will have to lift the entire weight of the door. Depending on the size and constriction of your door this could be between 100-1,000lbs. If you did lift it your cables will come off your drums and need to be reinstalled.
C: The 3900 comes with photo eyes in the box and will NOT work without installing them.
D: The 3900 is just a rebadged 3800 with less optional parts in the cardboard box. I bought the 3900, and then bought the "optional" door lock and installed it. The door lock comes standard in the box with the 3800 and optional with the 3900. IF you have the 3900 and want a fancy wall push button, car remotes, overhead light, etc. you can buy those separate as well.
E: If you don't need whiz bang features, don't get them, just more tings to fail. I have the 3800 and 3900 on adjacent doors on my shop, about 3 years old. Three times in a month I go out to the shop to find my 3800 door is wide open... Problem turned out to be a faulty fancy wall pushbutton panel.. To solve the problem I simply installed a dumb (doorbell style) pushbutton on the 3800, just like the 3900 had.
F: I believe but am not certain the 8500 might be slightly different in regards to the wall push button panel. I think that the 8500 uses a different pushbutton panel and the car remotes can only be programmed from that panel. On the 3800 and 3900 you can program the car remotes by using buttons on the opener itself. Also, I've read on this forum lots of people have failures of the 8500 wall button panels... and they cannot just use a doorbell like on the 3800 / 3900...
Brian