Right. Which requires the use of a recovery partition. Which, if you don't have one, requires an Internet Recovery.Yes there is. If you follow the process mac82 posted here it will grab the machine specific Lion installer for you and you can use that to make a USB key installer for yourself.
The same process can be found here. It is admittedly a grind, but it works.
Again... Apple does not make available a way to obtain an appropriate OS installer for the Mid-2012 Macs. Can you cludge a way to interrupt the install process and get one? Sure. I've done that and have the installer on a nifty USB key in my briefcase. But I still maintain that it's ridiculous that Apple does not provide an OS installer for a new computer. It isn't that hard. Fix the App Store so it delivers the appropriate download.