No they dont. If they did, Id have codes popping all over the place on my vehicles and/or had many complaints in the past. Ive built quite a few exhaust systems and after 30 mins run time any minor leaks are tight and solid. The key is to build it carefully, and as you said dont use cheap store bought bends. All of mine are done with a bender and an expander. You expand the upstream end, and when the two pieces are stuck together by hand, the joint should be rather difficult to pull back apart, similar to how a machine taper quickly locks together. Realistically, its a low pressure system, the welds shouldnt be a stress point carrying any weight, and if you think about the exhaust flow....if you expanded the correct end of the pipe, at each joint the flow would have to do a U-turn to leak vs flowing straight - the flow is working with you to prevent leaks. Also, if you consider an exhaust clamp, its not exactly a great seal.
You could fully weld each joint to cover shoddy fitment, but as you admit, you need a saw, a blue torch, and/or an hour or two to do a five minute job. If there's 2-3 tacks on each joint, 30 seconds with a grinder or hand file and each section can be easily removed.