How do you know for a fact that they're out of round or just need to be properly balanced?

Taken them back to the shop where you got them and tell them you suspect they are defective. The shop will check and if they are OOR there may be a warranty.

Does your car sit for a long time in between drives? If so, the tires can develop flat spots after sitting on concrete. My Mustang will do this in the winter, I'll drive it maybe once a month, and the back tires are on a paved garage apron. A few runs of high speed driving on the highway has always gotten the slightly flat spots to go away. 

Yes imo you should, because constant vibration is not good for many parts and devices on your car. In addition to that, non-roundness is an indication of the problems a tire has with its internal reinforcement threads, which is a safety issue. 

In my experience, tires get out of roundness not depending on mileage, but due to loss of elasticity caused by natural aging and/or manufacturing quality issues.