I think you are right, they all might have at least 1 Intermediate CA cert...
But with the basic certs it's 1 or 2 levels deeper, and the bundle file is not provided ready-to-go after the purchase.
I remember some years back you could either use a single-root cert (with just your SSLCertificateFile file), or with 1 Intermediate CA that you would just use as the SSLCertificateChainFile file.
It's pretty, well, stupid to issue from a root. That means the root has to be connected to the internet, and the CA would have to have trust revoked in the entire root should it be compromised.
COMODO provides all the files in the ZIP sent to you via email. Don't know about others.
But with the basic certs it's 1 or 2 levels deeper, and the bundle file is not provided ready-to-go after the purchase.
I remember some years back you could either use a single-root cert (with just your SSLCertificateFile file), or with 1 Intermediate CA that you would just use as the SSLCertificateChainFile file.