Does the ROC (Z-Transform) always start/end from/in a pole?
Since the value of Z-transform tends to infinity at poles, poles can not be a part of ROC. So ROC either starts from a pole or end in a pole. For example,


If $x[n]$ is a right-sided sequence, then the ROC extends outward from the outermost pole in $X(z)$
If $x[n]$ is a left-sided sequence, then the ROC extends inward from the innermost pole in $X(z)$
If $x[n]$ is a two-sided sequence, the ROC will be a ring in the z-plane that is bounded on the interior and exterior by a pole
If $x[n]$ is a finite-duration sequence, then the ROC is the entire z-plane, except possibly $z=0$ or $|z|=\infty$


From all these cases, one can say that poles decides the boundary of ROC.

The example you provided is a finite-duration sequence and its ROC is entire z-plane except at z =0.