Should I sharpen a brand new knife?

I'm by no means an expert on this, but a couple of thoughts…

Firstly, I wouldn't risk an amateur hand-held re-shape on an expensive factory-edge knife without due caution.

In the past, I've often thought that a knife fresh out of the box is not as sharp as once I've sharpened it myself - but as my sharpening skills are a bit hit & miss, I've been hesitant in the past. My current favourite veg knife spent 10 years in the drawer unloved because it just didn't cut well. After some TLC on a series of whetstones, & more recently a 'pro' electric sharpener which really pulled it into shape, it's now almost never out of my hand.
Having said that, before sharpening it, I'd most definitely try just honing it. The current factory edge might actually be just a bit too smooth, something a quick hone might see improvement on.

Secondly - drag. How much drag there is on a deep-bladed knife compared to a slim blade. An onion is kind of middle ground on this factor, a whole solid white cabbage might be your decider.
A skinny blade [both narrow and shallow] will make short work of a tomato, so long as it can make the initial incision in the skin.
By the time you're up to cabbage, then drag becomes a much bigger factor. A blade that is too deep [top to bottom] yet skinny [thickness] will quickly lock in a cabbage. A fat blade will push the cut portions apart & prevent this sticking.

So you have two things to consider before you risk taking off a good factory edge - not just how sharp is the blade, but also how 'fat' is the blade?
I'd try the tomato test for sharpness, & a cabbage for 'fatness'. See how they both feel.

I could imagine different reasons why the edge is dull from the factory:

• They put a larger angle on the blade to make it tougher at the cost of sharpness to make it less susceptible to chipping - you can try grinding it to a sharper angle
• The edge just needs to be honed as @tetsujin pointed out
• The blade was designed to be sharpened before first use as is the case with most handmade traditional Japanese knives
• They just suck at sharpening (probably unlikely given it's wusthof but you never know)

At some point soon you will need to sharpen the knife anyway so if you have the feeling that it is too dull already and you feel confident enough in your sharpening abilities I would go for it.