That practice is variable - both within and between journals. Popular established journals who receive lots of copy are the ones that are most likely to have a series of editors that do not send out for review. The dilemma there is that they 'filter' according to their individual likes and preferences. It may well be that, for some manuscripts, if a different editor 'screened' it - it may well go out to review. For instance, I recently sent out a manuscript to a journal that asked for three substantial revisions to it (to conform to journal house-style, citation-style etc) - and then still decided not to send it out for review. I review for the same journal and, a few weeks later, they sent me a manuscript to review that was nothing like the house-style of the journal, was highly flawed methodologically and not even comprehensible. It definitely should have been rejected immediately.
Some very specialised journals with a single editor will often not send out for review. They are more likely to be highly selective about exactly what they want to publish.