I'm not sure whether they still do this - the MFD will tell you if they do.
Like running in, many people will tell you you don't need to do this with modern engines.
If you're going to keep the car for 100,000 miles then it would be a good idea IMO. If you are going to trade it in after a few years, it'll almost certainly make no difference to you.
Personally, I'd do it anyway at around the 1500 mile mark - a few litres of oil and a filter isn't a huge cost after all. But don't 'flush' the engine - just drain it. Flushing can do more harm than good.