Aussies can have natural bobtails, but the dogs have to have two different versions of the gene for it to happen. So they need to inherit a 'normal' tail gene (t) from one parent and a 'bobtail' gene from the other (T). Embryos that get two bobtail genes (T/T) die in utero and never develop into viable puppies. Because of this, it's impossible to breed so that every Aussie will always have a natural bobtail.
The reason behind docking can be varied, much of which is tied to the breed standards and the dogs' original working purpose. In some cases (eg Rottweilers) the reasoning is that as cow herding dogs, their tails are vulnerable to injury by being stepped on. In others (various setters), the tail can get caught on brush while hunting. Still others (boxers) you might hear that their natural tails are thin and fragile and prone to breakage/injury that will be more traumatizing to treat than a neonatal dock is. Docking has a long, long history (in ancient Rome they believed it'd prevent rabies). For most pet/show dogs who will never be doing their original breed 'job', it's cosmetic. You'll find a lot of arguments about whether any/all of the claims are actually valid (the rabies one is definitely not) and whether neonatal docking (done usually 3-5 days after birth) is traumatizing or has long-term consequences.
It is possible your pup has a natural bobtail and just is sensitive to having their tail touched - some dogs are - but it's equally possible they were docked. If the tail tip has scar tissue or a bald spot then it's more likely he was docked. Docking is 100% legal in the US, so you are unlikely to be able to take any legal action here, especially if there's not written record of the breeder promising you the puppy will be a natural bobtail and you have veterinary proof your boy was actually docked. It is now banned partially (exceptions to working dogs) or completely in much of Europe, and there's certainly efforts to make that happen in the US too, but it's a long process with a lot of debate on both sides.