Theoretically a brand new car should be perfectly clean. However, this is not always the case. A lot happens between the point the car is manufactured and you take delivery. Usually, after it's made, the cars may sit on a lot for a little bit until being transported to the port where they are shipped off to other countries. There, they may sit until the ship comes in. After that, it's driven onto the ship and starts it's journey across the sea which may take weeks until it arrives at the destination port. Once it arrives, it might sit at the port for another period of time before being transported by trucks to your dealer. If you're lucky, you'll pickup the car right after it's transferred off the truck. But for many other people, the car sits on the dealer's lot until you come around to buy it. During all this time, contaminants are being deposited onto the paint surface.
Some say it's overkill to clay a new car, but I personally wouldn't want to be waxing over any contaminants. I picked up my NGP IS350 a few weeks ago and plan to clay and do a decontamination process before I put on CQuartz/OptiCoat (still deciding on which one). My car definitely needs to be clayed.