I believe all manufacturers (US only?) must include the spent case from a round fired from the firearm - and there are some states which send this spent case on to a law enforcement agency within the state (local sheriff? state troopers?) - and some states which do not have such a useless waste of time and effort so the spent case is left in the box which ends up going home with the consumer.
Allegedly - having a tens of thousands of single spent casings scattered across dozens of locations is supposed to help law enforcement track down the original purchaser of a firearm anytime a spent case is found at a crime scene - though I am not sure if that has ever actually happened - and if it has whether it ever led to an arrest (much less a conviction) versus a dead end since the firearm in question had long since be lost, stolen, sold or traded to someone other than the original purchaser.