I'm a custom picture framer, been doing it for 10 years and yes, most frame shops will not/cannot do octagonal frames.
The reason being, our saw is a massive beast that only cuts 45's. It can't be made to do anything else, it's a dedicated 45 degree saw.
Our vices are also dedicated right angle vices.
Of course some frame shops use chop saws and may have adjustable angle vices but the labor is very costly.
Your best bet is to look for ready made octagonals or if your handy, try your hand at making one! It can be fun.