tl;dr: MCUs are space-constrained and often don't include root certs that aren't used by the one host they talk to.
In my experience it's equally likely they just don't do validation to begin with. For example, my Elk M1XEP (physical security system's Ethernet expander) runs a configuration server with and without TLS. They recommend with, but it uses a self-signed certificate, and the crappy VB.NET configuration program doesn't validate the cert in any way, so it can be trivially MITMed. The Elk M1XEP also can connect to a user-chosen alarm monitoring service ("central station") over the Internet. I don't think it uses TLS at all for this. I think there's optional shared secret auth/encryption?
In my experience it's equally likely they just don't do validation to begin with. For example, my Elk M1XEP (physical security system's Ethernet expander) runs a configuration server with and without TLS. They recommend with, but it uses a self-signed certificate, and the crappy VB.NET configuration program doesn't validate the cert in any way, so it can be trivially MITMed. The Elk M1XEP also can connect to a user-chosen alarm monitoring service ("central station") over the Internet. I don't think it uses TLS at all for this. I think there's optional shared secret auth/encryption?