Most, I'd say 99%, don't. Not to mention, most transactions are not done in person, but obviously that is different for each individual.
No, they arrive activated. Officially Amex will deactivate the card if you provide SSN within 60 days, but IME that has not been the case.
From amex confirmation email
"Make sure each Employee Card Member confirms their Card when it arrives.
If we do not have their Social Security Number and date of birth, they’ll need to provide it when confirming their Card.
American Express needs this info to verify their identity and comply with federal regulations.*
If they don’t have a Social Security Number, they can call the number on the back of their Card for assistance."