They often do. The value of those kinds of blanket security audits is questionable, however.
(This is one of the reasons I'm generally pro-OSS for digital infrastructure: security quickly becomes a compliance game at the scale of government, meaning that it's more about diligently completing checklists and demonstrating that diligence than about critically evaluating a component's security. OSS doesn't make software secure, but it does make it easier for the interested public to catch things before they become crises.)
(This is one of the reasons I'm generally pro-OSS for digital infrastructure: security quickly becomes a compliance game at the scale of government, meaning that it's more about diligently completing checklists and demonstrating that diligence than about critically evaluating a component's security. OSS doesn't make software secure, but it does make it easier for the interested public to catch things before they become crises.)