A better questoion might be why don't they have built in surge protectors. They wouldn't generate heat, and would only add $8-$20 to the cost.
The reason is money. The parts companies want your comp to fry so you can buy more parts from them. Most warrenties are exempted from power problems. If you blow your PS, Mobo, and scramble your hard drive cuz they get fried, or run on low juice for too long they make more money.
Go find an old 8088 IBM PC somewhere, and put a meter on the batt. 9 out of 10 of them are still good. But I replace the little round ones all the time. Its not that they save that much on makeing the batt, but they make more money if you have to buy a new one.
A company could be started on the basis of being the best, selling parts that never or rarely fail, useing the best technology. Problem is most people shop their wallets and will buy a piece of crap Emachine instead. Those of us who do want the best may replace our chips once a year or more, but I'll run my Enermax powersupply till it dies or I really need more wattage. Sparkle will make more money cuz more of their units will fail. If Enermax made units that would last for 10 years or more they would go out of buisness.
It sucks for us, but thats how buisness is.