Some places do know what the runout average is for their drill chucks. Just because its expensive does not always mean it is going to be concentric.
For home I went with a local supplier and bought the cnc version of the Vertex keyless chuck. Its a -13mm series. I also have a 3-16mm Jacobs chuck with a key, that I use for power tapping holes. Both are less than 0.03mm runout on the NT30 spindle. The cnc version comes with a pair of C spanners to tighten or loosen the chuck. It is also a more heavy duty style compared to the cheaper model that is a light duty one.
I also did get a cheapy from the Express place, that is for the smaller drills, it is a 0-6mm on a NT30 arbour, supplied by the same company. It is surprisingly good at less than 0.05mm on the range, and at 4mm is near 0. Reamer size for my pistons and conrods.
The expensive one that work got recently R8 for a Kondia mill is terrible. You can see the wobble of the drill in it without needing an indicator on it. It still drills ok, but no one uses it for dowels or reaming. Only for clearance holes which is most of the drilling is anyway. The 40 year old Albrecht chucks are still the best at work .
With a lot of hobby mill spindles, they are often not as true as one might expect them to be. Mine at the nose is about 0.01mm runout at the front/bottom of the taper, but the other end inside, over the 50mm distance is out by 0.04mm to 0.05mm. It required to be corrected, which I was able to do at work on one of the bigger lathes and a steady rest.
Without the correction, no drill was ever going to be running true. I got my mill 2nd hand so was not in a position to get it replaced.
Some places, even allow you to buy a chuck and set it up and see what the runout is like. If not happy and all still looks new, will happily take it back or offer something different. Where it is made often is not the issue, it’s the quality of materials used and the quality of the manufactured parts. The better products also have replacement jaws available for instance and a manual showing how to open the chuck to replace the jaws.