Often they don't, but sometimes they do. There are "official scores" that have very limited use - you can't do much outside the mobile apps. In particular, you can't edit them in Musescore, so you'll have to reenter them from scratch.

So it seems like "having the rights" and "actually useful scores" don't intersect very well. Music publishers want to publish scores that you can't edit, which I find mostly useless since I usually want to adapt them. It seems doubtful that Musescore could fix this other than by helping users do technically illegal sharing, as they've done it.