For most Amiga software out there, worrying about it is kind of pointless, but you don't "legally" own the software unless you've obtained an original copy.
As for OS4, I'd imagine any serious up-to-date Amiga fan would want to have their own original copy, regardless of whether or not a machine they were buying happened to have it preinstalled. Those who don't care to have an original copy would probably just pirate it anyway.