I saw a car with a Christmas tree on top, wrapped in the netting from a tree vendor, with the stand already attached. It was one of the PITA stands with the 4 threaded rods, like this one:
My assumption is that he either brought the stand with him or bought it with the tree and asked them to mount it for him. Interesting idea.
I have this kind of stand and either have the tree farm drill the tree after I cut it down or I drill it myself if they don't offer the service. These days, most "Cut Your Own" tree farms drill it for you.