If you don't like having a guitar come in a gig bag, remember:
Manufacturers pay for cases. They aren't free. Even for manufacturers who make their own, like Taylor, there are materials costs, labor, rent for the factory, utilities, machines, dies, tools, etc. Because cases can weigh 15-20 pounds, throw in the extra shipping cost to the dealer.
That means guitar manufacturers pass the additional cost along to you, plus whatever profit they need to have the case make sense.
So whether you get a case with the guitar automatically, or have to buy one separately, hello,
you're still paying for a guitar case.
If you have to have a hard case, and the guitar doesn't come with one, bite the bullet and buy the case you'd have paid for if the guitar had come with one, and quitcher bitchin'. If the lower cost of the guitar that's sent with a gig bag was an incentive to buy it, thank them for only adding the cost of the gig bag instead of a more expensive hard case.
Most of the gig bags that come with guitars are not enough protection, IMHO. The only ones that work well IMHO are Mono and some of the older Levy's leather bags. They have enough padding in them that if you were to drop it or something shifts while transporting and pins it, the guitar will be okay. These bags cost as much, or in some cases more, than a hardshell case. At that point the choice is which you like better.
I always used the older leather Levy's bags, or the old leather Reunion Blues bags, which I think were even better because the foam was less easily compressed, for traveling with my guitars and basses for out-of-town short trips (a week or less).
In those days I used to take them on airplanes because the airlines weren't charging travelers for checked baggage, so the overhead bins weren't overloaded, and I always had plenty of room for them. I just didn't like having my arms fall off carrying a heavy wood case through airports, cabs, whatever.
However, for car trips, I would happily use the Reunion Blues case that they demo being thrown off roofs, the Mono cases, or - if you can find one - the old InCase bags that were the best I've ever owned.
Longer-term, I like hard cases for my guitars, and keep them cased when not in use.
EDIT: I should probably add that if I was traveling by air to sessions now, I'd have a very difficult time talking myself into taking anything less than one of those bulletproof SKB cases with wheels, unless I was buying a seat on the plane for the instrument. Which I would probably do regardless of which case I used - if it's worth traveling by air to a gig, the last thing I'd want to do is have a damaged or lost instrument I depended on.