In Arkham Horror, are Ally cards treated specially in setup?
I think the reason for this may be because there's no circumstance I've run into* where you pull a random ally, except in the case of discarding then it specifically says in the rules:


  For every point the terror level goes up, select one Ally card at random from the Ally deck and return it to the box.


So basically, it's not telling you to randomize them initially because there's no point.  The other decks draw from the top and have reasons to look at the bottom as well.
For the record, I generally randomize anyway but admit I end up having to look through during encounters and purchasing (or setup) to find the guy I want then re-randomizing.  So...ignoring might be smarter=)

*: I don't have all the expansions nor have I read every card/encounter etc but I do have 3 expansions and have played this game several dozen times.  But anyway, it's theoretical.