They don't have to. It's optional. Some intended parents want to be present at this time and others don't give it more importance or it's not possible for them.
In some occasions, the gestational carrier may send the future parents the results of the analysis confirming the result, as well as the ultrasound. There are also cases in which, via Skype, the parents live the moment of knowing the news that their future child is on the way.
Read the full article on: Pregnancy Test: When and How to do? ( 40).