They do not, you will want to have to the tire shop move the sensor from the factory wheels to your TRD wheels. At that point I would have them leave the Tires and Wheels separate as it opens up the market. I had no issues selling my new tires for $400 on craigslist in a few days (they fit a decent amount of older American trucks/SUV's......most new ones have 18+in wheels but those are not normally the type of folks looking for tires on craigslist anyways)
Wheels seem to go for $125-150 ea. so if you can get that you are around 1000 for selling the package individually.
P.S. If you are wanting to separate and are close to Ashville I would be willing to take one, maybe 2, from you (I have family in that area)