WD 4TB My Book

Do new WD 4TB My Book drives come preformatted with GPT from the factory?

They likely do. It’s the optimal configuration for newer versions of Windows and hard drive capacities over 3TB.

I just bought the drive yesterday and it shows up as MBR in Macrium Reflect.

What about Windows Disk Management?

MBR, right-click drive, click properties and goto Volume tab and it says Master Boot Record.  When I use fsutil ntfsinfo it says 4096 bytes per sector and 4096 bytes per physical sector.

Allow me to step in here - AFAIK they are MBR

Even think the internal 4TB drives come as MBR.

(FWIW some screenshots)