Well, no. I mean, yes, in Chicago (where I live) I would be surprised because that’s not what “with everything” means here. (Well, in a Mexican hot dog joint in Chicago, I would expect ketchup and even mayo on a “with everything” order, but your standard ma & pop joint, it’s not done here. Like getting, I dunno, ketchup on your Philly cheesesteak.)
But I certainly wouldn’t, in general, be disappointed if an “everything” dog came with ketchup elsewhere. My favorite dog in the world, Ted’s of Buffalo, puts ketchup on a works dog. And that’s fine with me, and how I order it there.