To me, a shotgun that shoots consistently off-center is a defective firearm either from the factory or a damaged, used firearm that needs the attention of a gunsmith. If it won't shoot at the bead, what good is it?
Exactly, that is why you should check it. If it won't shoot to the bead it is not as effective. It could be a little off and still be usable. If it were a new gun it should be returned. It can be caused by the threading in the choke tubes. The beads or sights can be out of alignment. The barrel can be bent. With the doubles they can shoot to different spots.
You should even pattern your choke tubes for pattern density. You need to know what it is actually doing so you can trust them when you need them.
It is very much like sighting in a rifle and most people don't do it. Shotshell reloaders should check their loads too.