Just ordered a vpi avenger

Tough to say what distance between you and the dealer begins to qualify for an extra set-up charge.  If you feel the need for the presence of an experienced person during set-up, you should go ahead and ask for that extra.  If they suggest a reasonable extra charge, I would pay it.  If they don't, I would still tip the set-up person who arrives at your house, after the work is done to your satisfaction.

Right. It can take hours, sometimes more than two, to set up a turntable for the first time. Doing this can void your ability to be helplessly dependent on sales and service. Don't fall prey to charlatans trying to sell you on the simplicity of turning a screw. Only with highly specialized training and years of experience can one operate a level. Besides, even if you do it yourself well then you will know its done right, but without the priceless joy of trusting in a professional paid money to do something you don't understand even in the slightest. Its simply not worth it.

As a new owner, I'd want to be involved in set-up

If they didn't agree to bring it to your place and set it up before the sale, they probably aren't going to.  I would ask about you going to them and observing the setup as a first step in learning how to do it yourself.

Agreed on paying for service to travel to your home for set up but seriously, tipping a dealer to help load a new purchase into your car? Even Best Buy does that for free with no tip expectation.  lol