I've just started a new game on a standard generated world[1], plugged in some (F)ind parameters concomittent with my wants (no aquifer, a river[2], good drainage, economic rock, whatever) and found myself an embark site that I liked. Actually, I thought it would be a glacier, but it's a permanently freezing semi-mountainous area. There was a volcano clearly marked just a grid item away from the Embark Finder's suggested rectangle, which wouldn't even have meant any effective compromise of the other biome/feature spread, so I shifted the embark down a tile.
And so I've got myself one of thus "tube" volcanoes, that stands out from a hill with an obsidian casing to it. Very easy to tap, and even if it doesn't automatically refill at all, there's a lot of magma available at ground level (or below) for most of the ideas I have.
Maybe at some point I'm shall cut myself a central-heating duct down underneath the frozen river (except for a bit that I've accidentally tunnelled under already, in order to sink a well shaft down to the first cavern level) and wire up some form of magma release so I can control the liquidity of the river[3]. Or I could just make myself a magma-moat or three. Or a Smiley Face of otherwise pointless magma shining out into the world even while snowstorms rage across my embark site.
But, anyway, although I've very rarely (since 0.31.x and its caverns/magma sea) sought out volcanoes or magma pools, and this is the first time I've actually decided to exploit one, but I've never really noticed an absence of volcano tiles on any embark, save for maybe a Pocket Island I might have generated.
[1] Nearly, as I habitually use embark parameters changed so the inter-cavern gaps are 15 Z-levels, instead of the usual 10(?) in order to fit more stuff into uninterrupted rock. I don't mind the additional digging needed to get to the usual magma layer, and in this case it didn't matter.
[2] Which it turns out is frozen, but as I have access to cavern pools that really isn't important (and later I might thaw bits of it), I only really wanted it for the landscape qualities of a river-valley, anyway.
[3] I could see myself forcing invaders and traders alike to wade through a 2-3/7ths liquid riverbed, kept liquid through a magmaduct immediately below, when travelling into and out of my fortress. I get bored of them I pull a lever and drain the magmaduct, letting the water freeze. Or force them to walk on the icy river with constructed walls either side and melt it under their feet. I think it'd work like that.