While WordPress comes with jQuery out of the box, there is (custom) themes without jQuery.

This makes sense, since you can avoid loading this 100KB+ library that is no more needed these days. https://youmightnotneedjquery.com points out how JavaScript can be written without jQuery and still be cross-browser-compatible.
Avoiding jQuery makes especially sense in markets like Brazil where 4G network is scarce and every byte counts. Google pagespeed score will also increase if less bytes need to be loaded and in case of Javascript also evaluated. A higher score means better Google rank which means more visitors, which means more conversions.