Before WordPress 2.8 when the theme installer was added, it was simple for theme designers to include a plugin with a theme they developed. That way they could have the best of both worlds: functionality with a plugin, and great styling and integration of it into their theme. If you think back a year ago, many premium themes came with at least one or two plugins packaged with them. Now with the built in "upload a theme" feature, it's just not feasible to include plugins in order for people to use the theme installer (which they will). You can't skip of the features, because there is competitive pressure to include features in order to sell (or give away) themes, so the alternative is to build the features into the theme. It's a reality that is created by the software that we use that does affect how themes are designed and distributed.