There are absolutely online stores that do that, but they're usually gamer-focused, so there's three issues;

Note: I'm taking about laptops, because it's all I've bought for the last decade or more;

• The non-gamer focused stores rarely (if ever) have the option (Lenovo, Dell, Microsoft, etc).
• The gamer focused stores usually sell hardware that runs Linux like shit because the hardware needs extremely specific drivers (which isn't necessarily an issue for Linux, but if it doesn't exist yet, you're either building them yourself, or waiting for someone else to do so).
  • Note: Most Clevo systems - that are private-labeled by the likes if IBuyPower, OriginPC, etc - run Linux really well. Some of these sellers make custom hardware, or sell other private-label systems, so your milage may vary.
• The gamer focused stores are usually patroned by people who are all in on Windows gaming, because they don't do much else with the system, so they don't experience the kinds of annoyances that power users would gripe about (which is why the above point doesn't compel those sellers to do anything different).
  • And before someone corrects me: Gamers are not inherently power users, they just have powerful systems. It used to be that powerful systems were only buildable and maintenable by power users, but that hasn't been true for years. If all you do is install and click "play", you aren't a power user.

As for desktops, I really couldn't say. Haven't been paying attention for years. It's possible that you could buy a system without a hard drive, never mind an OS.