It's individual to each bike. The bike's don't come with panniers, but some dealers get a price break on accessory 'packages' that include panniers and top case, sometimes tall windscreens, etc. They get to choose what items. It's common for the dealer to pimp out a bike for the showroom floor and price it w/accessories.
Yamaha occasionally offered customers a deal on Yamaha accessories when they buy the bike too, ($1000 or $1500, if I recall correctly). If those deals currently exist, they would be on Yamaha's web site.
So, if the dealer tells you the panniers come with the bike, make sure they actually have the panniers there and/or get it in writing if they don't.
This is contrary to the FJR, which does come with panniers/side cases.