They either dont, as in they just made the rig to do some animation with and arn't concerned about have a good model. Or its a proxy, in which case you can somtimes find an attribute on the rig which lets you switch out of proxy mode.

A Proxy rig is low res version of the character, roughly bound or parented to the rig, they are much easier to interact with than a full bound model which may have skinning, wrap deformemers, and various other things controlling it.