Yeah basically that's true. You gotta figure they aren't going to send you a heatsink that can't perform it's job otherwise they'd have a lot of lawsuits, complaints and refunds to be sending out. You would indeed get better temperatures if you simply took off the pad that'll be on there and just use some thermal compound instead. I suggest you use 99% isopropynol alcohol (rubbing alc) and put some of that on the pad, then use a credit card to scrape off the pad, you don't want to scrape the finish off your heatsink so the plastic of the credit card will be nice and soft compared to a knife or razor. The alcohol just helps it dissolve a little bit, but the alcohol works fantastic for removing thermal compound off heatsinks and CPU's
the retail is ok but cooler is better and heatsinks dont cost that much or at least for me lol. plus if money isnt an issue then take a look at these http://www.frozencpu.com/cgi-bin/frozencpu/cpu-tri-12.html and this onehttp://www.frozencpu.com/cgi-bin/frozencpu/cpu-swi-11.html might seem expensive compared to others but they are good and for the swiftech u can pop a tornado fan on there which is great.
its probly not a concern and most likely you wont return it anyway, but i think i read on mine that if i used anything other than the amd heatsink/fan it would void my warranty.