Most of them don't. I know the ones I order haven't. I find just making z bends easier and less chance of the screw coming undone. I always go from the servo to the control horn. You have two options here depending on how the control surface is attached to the aircraft and where it is. If you have to bevel the surface before you can measure your control rod I find a "cip clip" for potato chip bags works wonders. Just put the clip over the control surface and the other part and you should be level. I use them to make sure the control surface is flat, like it was before your score cut. Then I measure the rod and use a sharpie marker to mark where the whole in the control horn is. Then I make my z bend on that mark. Your other option is do all of that last step before you open up the score line and you now know your control rod will be the exact length you need.
Once you are ready to glue in the control horn, place the z bend you made in the horn and glue away. You should have a "perfect" length control rod.