I think it depends on market, at least some European / PAL PlayStations did come with an RF modulator[1]. The Dreamcast also did (UK at least), but that was an outlier, other consoles of that generation had RCA composite cables and an RCA to SCART adaptor.
You (nearly) always had to buy the RGB SCART cable you actually wanted for a good picture separately.
[1] random eBay listing, with RFU Adaptor pictured / listed in contents: https://www.ebay.co.uk/itm/364907339156 (Note Europe uses Belling-Lee connectors for TV antennas, so the connector is probably different to North American style RF boxes).
You (nearly) always had to buy the RGB SCART cable you actually wanted for a good picture separately.
[1] random eBay listing, with RFU Adaptor pictured / listed in contents: https://www.ebay.co.uk/itm/364907339156 (Note Europe uses Belling-Lee connectors for TV antennas, so the connector is probably different to North American style RF boxes).