They produce a load of the boards, they can afford to use (and incase of the PCB has errors, redo as many time as they need the templates) high quality/precise setups as they are ran trough the same setup multiple times. The volumes are on completely different scale so the costs per board arent that bad.
And they can afford to test and reject some boards as they are being constantly made.
When you use prototyping services/small houses, they might not have enough precision on their machines to do so, or the cost of manufacturing precision boards comes cost ineffective (failed templates, small batches, one run with some failed boards -> possible need for another run to produce enough boards, etc).
You can always ask the manufacturer if they can and how much it would cost to have smaller clearences.