The whole issue of paying more for service is a tricky one, because the ones who really need it don't see the point and those who do see the point don't really need it.
The scope did come with some assembly instructions; most of it in the form of illustrations only, but quite easy to understand. They just need to print them bigger (like two pages per A4 sheet, instead of four).
Thanks gaa_ian for the tip about getting the Orion XT8 instructions. Got it, looks good; lot of info on collimation.