To echo what a bunch of folks have already said...
1. It was the bike shop's responsibility to check everything on your bike for proper and safe operation. They are the double-check after factory assembly. You are correct that the lever was possibly improperly mounted at the factory, but it is the shop's responsibility to catch that mistake.
2. Jared @ Salsa didn't lie to you. He was responding specifically to your issue, which was cable rub. To his knowledge, other manufacturers don't install vinyl protectors, either. His knowledge may or may not be accurate.
3. Cable rub happens on bikes with internal cable routing. All of my bikes with internal routing have this condition. One of them was originally built with rubber bumpers on the cables, the others were not. If this is an issue for you, there are options to mitigate it. This is up to you to deal with.
__________________
"Swedish fish. They're protein shaped." - livedarklions