Since you paid for a PDI, it should be ready to go. I haven't seen a dealer that hands over the keys and lets you fend for yourself but I'm sure there are some. They should tell you everythings been checked already. I got a signed copy of the PDI checklist with mine.
HOWEVER, at least do a quick check of the tire pressure by hand or guage, check the gas level and since it was shipped without the front wheel, check that the axle and caliper bolts are present and can't be loosened by hand. Look for scratches in the paint or other hidden damage. Most customers ride around the parking lot a few times before hitting the road to get comfortable or else just load it in a trailer.
Picking up a brand new bike is an experience some find nerve wracking. A lot of accidents happen right in the lot. Do what makes you comfortable.