2 I preordered online from AT&T had that screen, and 1 I got from Apple's website also.
If you get it at an AT&T or Apple store they activate it or just sell it to you there so you will never see that screen/verification cause you already verified your identity to them by being there in person with your ID.

If you order it online from either Apple or AT&T and is shipped to your house then you will see that screen.
That's to prevent people activating the phone if its not the person that ordered it. So UPS/FEDEX drivers and others stealing the box from your door will get stuck.