You definitely can ship a pre-filled Core Data store in your app, just as you could a pre-filled SQLite database, or a big plist with all of your data (though that sounds like a bad fit for this case), or whatever.
Core Data is nice because it's all native Cocoa, it handles all of the loading from the DB into native objects, it's been ruthlessly optimized, and so on. But there's also a lot of code there to do stuff that you don't care about: handling revisions, saving changes, undo and redo support, etc. So there's not really an obviously right answer one way or the other.
A lot will depend on your level of comfort with both Core Data and the alternatives. Are you happy dealing with the SQLite API (or one of the many Cocoa wrappers) to get your data? If so, then that might be simpler. If having Core Data do the ORM for you would be a big win, then go that way. On the other hand, complex queries with Core Data use the predicate APIs, which might be more complex than using bare SQL with SQLite. That kind of thing.