planet X are they lying to me? or is it true

That is a silly reason. I bought my Felt without wheels, it included tubs and even tub glue.

I always get good use out of budget wheels. When it is winter and there is grit, salt etc. on the roads have your cheap wheels ready with a pair of gatorskins. It saves me a lot of money.

Just buy it with wheels & sell/keep the set you don't want...

I'd say they might be pulling your leg with that reason - but as Gkam said, discounting bits of the bike might be annoying for them - they'd then have to sell a wheelset at a discount price too.

I don't know about the safety aspect. But I'm going with this reason.

Retailers set a price for a bike, which is normally less than the sum of its parts (if bought individually)

They don't want to start taking parts off and giving discount's.

It leaves the customer with two choices, buy the bike and do something with the parts they don't want or buy the parts and build the bike they want

I would imagine that's right.

There are safety regulations that bike retailers have to abide to, same reason why retailers have to attach reflectors, pie plate and a bell to all new bikes. You know, all those things that you take off soon as you get a new bike.

Don't know the answer to your question but it raises an interesting point.

If you buy a bike with a warranty does it become invalid if during the warranty period you replace a major component like wheels, brakes etc.?