No dogs would "normally" want to have their tails cut. There are some breeds that humans have decided for some reason look better with part of their tails cut.
Docking is now illegal in Scotland. dogs tails have been docked historically in this country normally under the premise that working dogs (eg gun dogs, hunting dogs etc) running through undergrowth...
Some breeders may choose to dock Schapso puppies tails, others don't. As there is no official Breed Standard for the Schapso, it is a matter of personal taste if this ''breed'' is docked or not.
There aren't any dogs who have naturally stubby tails, that's all down to an entirely pointless cosmetic amputation called "docking" which breeders perform on the pups, usually w/o any pain...
Dogs are docked because some people prefer the look of certain breeds when they have been docked, e.g. Boxers. This may also be because certain dogs may chew their tails when they are bored.
All breeds are born with a tail, it just might be very small. Sometimes something happens to the puppies when they are developing in the mother, so it might cause them to be without a tail.