Soli Deo Gloria!
They certainly all do not (my copy did not). I think this is the first mention of this issue on BGG.
There have been a variety of varying issues. I had 2 of one player screen and 0 of another; nothing that stopped us from playing but I did get a replacement. Other people have been missing cards, usually 1 card but not the same card for everyone.
For once however, WizKids has been prompt in sending replacements. IMO the risk of a problem will not go down if you wait for another printing (assuming that another printing takes place of course).
My copy was complete out of the box. No issues.