Performing such an integrity check is not a proper security measure. It might be some DRM-like obscurity that makes it harder to bypass licensing or some protection for accidental damage of executable file, but not a Keckerhof-like security countermeasure.
The problem is, once an attacker can modify the binary, she can also modify or completely remove the integrity check. (And if the attacker cannot modify the binary, such an attack is useless.)
Even if an attacker cannot find where the integrity verification is, she can, for example, create an executable that unpacks original executable and some malicious executable and runs both of them. Well, this might make it more obvious that there is some malware on the machine.
But vendors aren't likely to use complex solutions that are hard to find, because it is a lot of work and there is some risk of false alarms etc. On the other hand, some standardized solution will probably be easy to defeat – just because there would then be more motivation to make some universal tool.
A proper solution for the integrity problem are digital signatures that have to be checked before the binary starts. This is something that is commonly used.