So I found this incredibly interesting, so I decided to do a little research.
It turns out that there were multiple Pokemon released in the "JEREMY" events, such as Ekans, Vulpix, and the Sandshrew that is under discussion.
On this Reddit post, user Emericken was creating a gimmicky doubles set using a Vital Throw Sandslash. They had put this set out before attempting to make it, and then realized that "the Sandshrew does not learn vital throw from that event, because the Jeremy Pokemon were all just wild captures that were cloned." This is the full quote.
Also someone else asked this question on the forums and received the answer that no, the Sandshrew does not learn vital throw from that event, because the Jeremy Pokemon were all just wild captures that were cloned. I reckon someone must have copied and pasted the Machoke info and forgotten to delete the last move.
There was a Machoke that was distributed by the Jeremy event, however the source that Emericken used to gather his sources was only able to acquire an evolved version of the event Machoke, so the Machamp had a different moveset than when the event was distributed. This means Emericken is a source only by heresy.
If you go to the link that Emericken gives, this seemingly French Bulbapedia page pops up, with an entire list of Gen 3 distributions in 2004. The Sandshrew on this list does not have Vital Throw, it has Scratch, Defense Curl, and Sand Attack. Which would be it's level up moveset at the distributed level, which is 12. After Google Translating the description for JEREMY events, you get this:
On September 25, 2004, Toys “R” Us stores held an event called Trade and Battle Day, during which several hard-to-obtain Pokémon were distributed to Pokémon FireRed and Pokémon Green players. Sheet. Their DO "JEREMY" gave his name to this series. Distribution was limited to one Pokémon per game cartridge. This distribution having been made by exchange, certain Pokémon evolved after reception. Note that the gender of the DO and the ID vary depending on the Pokémon obtained, and that Tauros was distributed in a Safari Ball.
DO is OT. This is incredibly interesting because of the last line. Tauros was always distributed in a Safari Ball. Tauros's level in the Safari Zone in FRLG is 25. The distributed Tauros is Level 25. And that's not all! The Tauros distributed had the same level-up moveset a Level 25 Tauros would have in FRLG, with Rage, Horn Attack, Scary Face, and Pursuit. This is strong evidence that suggests that the Tauros distributed under the JEREMY OT were cloned versions of a Tauros caught in the FRLG Safari Zone. If you check Emericken's quote, he states that all JEREMY distributions were just cloned wild captures. This is backed by the fact that all the Pokemon distributed by JEREMY have their level up moveset, other than the Sandshrew that supposedly has Vital Throw. This evidence is powerful enough to suggest that Serebii's listing is false.
It should also be noted that Serebii's lists for legal moves for Sandshrew and Sandslash do not include Vital Throw. This is more evidence to suggest that the Vital Throw on the event list is simply an error.
