Yes, they should be feather legged, but the feathers can come in later. When you get hatchery birds, you are rolling the dice, and the dice are loaded. Many hatcheries advertise a "clean legged strain" which originally started with the British Standard, but are not desired to American or French standards. I just looked at Meyer's listing, and they advertise them as feather legged, but if you look at the pictures, the second picture is of a rooster with clean legs.
I recently moved, and got all my chickens mixed up, I normally keep different breeds in separate pens. While separating the Black Copper Marans hens from some Black Jersey Giant hens, I kept coming up one short on the Marans hens. I had a hen with clean legs, but bay colored eyes (jerseys have dark eyes). I ended up putting her with the Jerseys, figuring she just had bad eye color. Looking at her this morning, I noticed that she had grown leg feathers, and was just starting to get a trace of copper around her neck. She is about 6 months old now, and this is the first leg feathering I've seen on her, so the leg feathers can come in late. Hope this helps.