Eldar, sorry for your frustration. I've owned three of the Art lenses (50, and two 18-35s) and found that I shared your frustration when trying to AFMA with in-camera adjustments. After I got the dock, and could adjust at multiple distances, it really was night and day.
I don't know the mechanics behind this, but these Art lenses can be made to be sharp with Canon AFMA only at one distance, or at best two distances with the new cameras. You would think that - like with Canon lenses - adjusting for one distance would apply for the most part pretty well at other distances. This is not the case with these strange Sigma lenses. There is not a direct relationship between a correction at one distance and the remaining error at another distance. It's a more complicated mathematical relationship than that. Reminds me of having to do hyperbolic curve fitting for some forestry applications. You get a feel for it after a while, and you can figure out from a few data points that you're not dealing with one type of curve/formula, but another quite different one. I definitely had that spidey sense when trying to use AFMA on these guys.
The dock, when adjusted at all of the focal distances, really works. Yes, they should include the damned thing with the lens. And, yes, they should have it adjusted before it leaves the factory. I have NOT found that my other bodies are so different that once I adjust the Sigmas with the dock, another body will be wonky with the lens. In fact I can use AFMA to make a camera adjustment off of the already-dock-adjusted lens, and it works beauty. This suggests to - albeit anecdotally - that Sigma could indeed make these adjustments at the factory.
I notice that most of the people who continue to have focusing issues are using in-camera AFMA. This doesn't seem to be coincidental. I think there should be a warning on the box telling people to go buy the dock and not rely on AFMA. -tig