I disagree with your disagreement of my disagreement.
I did as you suggest, getting it without the loading. Just because I didn't want to spend the money at the time and wasn't sure if I'd need it. After a few days of using it, I wished I had sprung for it at purchase.
I took my wheels off, and brought them to the dealer. Fortunately my brother has a tractor to lift them into my truck and take them out again when I got them back. They are a beast to handle.
I could have dragged the whole tractor back, as I have a trailer but chose not to pull it back there through quite a bit of city traffic.
I'm just suggesting the OP do it when he gets the thing and save himself the big trouble of either unmounting/remounting or dragging the tractor back to the dealer, because he will NEED them filled.He might as well take care of it before it becomes a hassle to do it.
If he chooses to fill them himself, that's another issue, but most people don't do it.