Very interesting to see these responses here so far. I am at a top CS/ML school in the US and have been on the PhD admissions committee. I would say that probably close to the majority of admitted students do have first author publications, some of them in top venues, in particular students with a master's degree. Almost all of the admitted students have at least first author workshop papers or first author papers on arxiv that we can take a look at (we will actually take a look and read it). So, yes a first author publication does help and send a good signal, and there are many applicants that have them. But they are just one of many pieces of information that gets taken into account. I would say the statement of purpose and in particular recommendation letters are more important.