Some do and some don't.
I have to admit that roading my tractors to a place up to 40 miles away is probably easier, less time consuming, and safer than driving a big tractor and shredder up on a deckover gooseneck trailer and trailering it to the place.
By the time I hook up the trailer, chain it all down, drive to the destination, take the chains off, and back it off the trailer, and get going, I find it easier to just drive it down the road.
Tractors today can run faster than you want to run one. I know both mine will run about 30mph, but I seldom exceed 22 mph or so.
So I can be at a destination 40 miles away in less than 2 hours drive time. Might get there a tad quicker with trailering it, but trailering is much more work. Besides, a casual drive down a farm road is good for the soul.. Turn the A/C and stereo on and enjoy the ride.
How do you get your tractor from one place to the next?