Does the calibration dock come with the lens, or, if the lens isn't calibrated properly out of the box, do I need to buy more gear to compensate that?

No. The Sigma calibration dock is sold separately. That way the consumer doesn't have to pay for another one each time a compatible lens is purchased. If the dock was included with every compatible Sigma lens, the price for every compatible lens would almost certainly be increased to include the cost of the dock.

During promotions many online sellers will sometimes throw in a dock at no or very little additional charge with purchase of selected compatible lenses. All of the "Global Vision" series of lenses from Sigma are compatible with the dock. This includes the Sigma Art, Sports, and Contemporary series. Even without a promotion the cost of the Sigma USB dock, currently less than $60 at many authorized dealers in the U.S., is a fairly small amount compared to the cost of the lenses with which it is designed to work.

Note that the main issues addressed by the use of the dock are not any issues with the lens itself. They are issues associated with matching a particular lens to a particular body.

Has this played a role in anyone's decision to buy/avoid this lens and in what way?

Most potential purchaser see it as an advantage. Rather than having to send a lens to an authorized factory service center for autofocus adjustment or firmware updates the user can do it themselves.

The software included with the dock allows a profile to be built to match each specific lens to a specific camera body that is more detailed than most camera's built-in autofocus calibration settings do. As the resolution of both lenses and sensors increase, the effects of sample-to-sample differences between two same model lenses or two same model camera bodies will be more noticeable at pixel peeping display sizes and those differences are often the greatest contributor to autofocus calibration errors. Most cameras with built in AF calibration only allow one adjustment, or sometimes two adjustments - one on each end of a zoom lens' focal length range, to be applied to each camera/lens combo. For example, I have a Canon EF 100mm f/2 that requires different AFMA settings when used at shorter focus distances than when used at longer focus distances. It's a pain to have to change the AFMA setting to match the distance at which I'm shooting. With the Sigma dock and associated software, adjustments can be made to Sigma lenses at more focal length and focus distances. This results in better overall AF accuracy when done properly.

Firmware updates are sometimes needed with third party lenses to make them compatible with camera bodies introduced after the lens was released or sold. Because third party lens makers reverse engineer their lenses to work with other manufacturers' cameras, sometimes a newer camera model won't work with an older third party lens. The lens makers can usually make changes to the lens' firmware to make them compatible with the newer cameras. In the past, though, the lens had to be shipped or carried to a service center to have the firmware updated. Now it can be done via the USB dock by the end user for any of Sigma's 'Global Vision' series of lenses. That includes the 'ART', 'Sport', and 'Contemporary' line of lenses from Sigma. (Tamron also now sells the USB "TAP-in" dock that allows the same thing with most of the latest Tamron lenses.)

Of course when considering the two lenses mentioned in your question the ability to fine tune autofocus is just one among several things to consider:

• Overall optical quality at various focal lengths and apertures. Which one, if either, is better at the focal lengths and apertures you are most likely to use the lens?
• Wider maximum aperture (Sigma 18-35mm f/1.8 DC) vs. FF compatibility (EF 16-35mm f/4 L).

Here are links to Bryan Carnathan's reviews of the Sigma 18-35mmf 1.8 DC Art and the Canon EF 16-35mm f/4 L at The-Digital-Picture. The Sigma review includes a screen shot from the Sigma USB dock software.