In my instance, the TWR-SER board and M52259EVB boards came with stickers that had a MAC address printed on them. So presumably you don't need to purchase a MAC address to use those. Your own design will be a different matter.
As far as I could tell, there's no non-volatile memory inside a typical Ethernet PHY, and no FLASH memory designed onto the TWR-SER card that would be able to store the MAC address. Since the processor boards and the TWR-SER cards are sold separately, they have no advance knowledge of each other. The only non-volatile storage is the printed sticker, requiring human-machine-interaction to transfer the data from the printed sticker into your program - in short, you have to type it into your code and use the function calls shown. 
Under the circumstances, I don't have any major qualms with what Freescale/Embedded Access did with the MAC address...they came up with a method that will generate a pseudo-unique MAC address that will work for most experimenters running the device on a private network. I just wish it was better documented so I wouldn't have to go tracing through the code to figure out what it's really doing.
JPA