I think part of it is the fact that aftermarket wheels have become a burgeoning industry in their own right. I think many bike manufacturers view OEM wheels as "whatever's blingiest-for-the-least-cost-necessities" just to get the bike out the door, and then expect a lot of the buyers of expensive bikes to replace them soon anyway. The people who tend to drop big bucks on their bikes will usually have their own preferences when it comes to wheels. Kind of like pedals. 30 years ago all bikes came with them, regardless of price. Now almost none of the mid-to-high price bikes do because the buyer has so many intensely personal choices, that the bike manufacturer would almost certainly be wrong if they picked one, and would therefore be throwing money away.

If a bike could roll without wheels, I think sooner or later the bike makers would leave them off.