In theory ;) ... I do have a couple of (protected) Ultrafire/Tenergy 18650 cells that are showing a pretty serious self discharge rate. I can´t remember when these cells have developed this behaviour, but it is there now and renders them virtually unusable.
The general rule of almost no self-discharge of Li-Ion-cells may be true for single cells, but most of our cells are "protected ones" which means that there is an additional player in the game. Bad build quality of the protection circuit and/or unwanted "small short contacts" in the electrical conduits can result in a high(er) self discharge rate ... at least that is one of the possible explanations I think.
Good cells, even protected ones, doesn´t self discharge, cheap ones can do it ... my experience so far ;).