Yes, it’s typical. Most jewelry stores are known to sell highly treated stones at significantly high prices, hence they depend on the lack of customer education in order to make a huge profit. The news once did an expose on this.
Only way to protect yourself is to ask them to put in writing a money back guarantee the stone isn't treated or synthetic, and that they'll pay for the lab test if it turns out to be treated.
With respect to vendors with a higher reputation, imo, its more about the vendor's attitude & willingness to co-operate to improve a customer's trust. They have no reason not to if they are selling honestly. They don't have to get hundreds of lab reports - which adds up to a lot of $ - as many customers do not feel the need to have them. But, if requested, I would expect them to let one pay for a lab report and if findings differ from what was advertised, they would refund both the piece's price and the report price/other fees.
A 'bad sign', as you put it, is when the seller won't accept returns and they refuse to get a lab report upon request. I encountered that once, passed on the piece.
Very few “jewellery stores” provide certification for coloured gems, often even their diamonds have “in house” reports.
The world is full of highly treated, even lab created gemstones. They look just as beautiful and SHOULD be labelled for what they are and priced accordingly, except they aren’t.
Very, very few people buying from a jewelery store would even think they should ask for let alone know about certification.
It’s advertised as a “natural” gem, that might be true but the fact it was glass filled to hide and fill all the crystal imperfections and then beryllium diffused to give it a nice colour goes unmentioned. It’s a natural gemstone.
Look at Macys and their rubies.
What you have bought might be natural with acceptable treatment ie just heat, or it might highly treated and therefore basically worthless. Only a lab report can provide confirmation of what you actually have. That cost will be yours to bear, even if you return for a refund they won’t pay you for the cost of the report or shipping.