What does the statement "Models do not need to be calibrated before use" mean as printed in the 4020 and 702x Series sensor datasheets?

This simply means that the operator is not required to execute any additional, special routine prior acquiring power measurements that may help to remove offsets. For our wideband sensors (5000 Series, 7020, and 7022) we note that the zero value can drift over time and have zeroing routine that should be executed prior to use to ensure optimal performance. Below is an excerpt from the Bird RF Meter software that helps elaborate:

The 4027, 4028, 7027, and 7037 Series precision sensors do not require this.