It varies market-to-market. I haven't paid a setup or delivery fee, but also didn't get a break on MSRP. Some dealers charge quite a lot in fees, but I bet in those markets you find all the dealers do. I guess the bottom line is it's a marketing gimmick. They caught your interest with a low sales price, but then added fees. Kinda a sucky way to do it, but it is common and normal.
I wouldn't stress over it. Buying the bike costs what it costs (bike itself plus fees), and it is worth the price to you or not. You can get it cheaper elsewhere or not. But it doesn't matter what they call the components of the final price.
Setting up a bike, etc, is part of the overhead of selling motorcycles. It gets incorporated into the selling price of the bike, or broken out as a special fee, but either way that cost is accounted for. The place needs to keep their employees paid, lease up-to-date and utilities turned on.