A few months ago we made this video that shows how a custom set of irons is built. Checking lofts and lies is built into the process with pretty advanced machines and so I would be surprised if every iron was that far off. Keep in mind that each loft/lie machine measures slightly differently, and on some, the measurement will be affected by how you place the club into the tool, and that will vary for each club.
The most thourough way to check if you have an issue is to use lie tape on each club and make sure that you are centering sole contact on each club. Make adjustments on a club-to-club basis. Phil does this with each of his irons based soley on right/left ballflight, which is another approach that you could take.