Nope, some Matrix games have demos. PCOWS had one in 2006. Just depends on the developer of the game in question and the ability to produce a demo that doesn't give away the whole game.
I was disappointed with the 1C real time 3d game TOW3 demo having a 60 minute time limit but my download wouldn't install so I gave up anyway.
Edit not the TOAW3 game from Matrix.