I think the SSE issue is a bit of a side discussion: most people who care about performance already know how to install numpy. What we care about here are people who don't care so much about fast eigenvalue decomposition, but want to use e.g. pandas. Building numpy in a way that supports every architecture is both doable and acceptable IMO.
Building numpy wheels is not hard, we can do that fairly easily (I have already done so several times, the hard parts have nothing to do with wheel or even python, and are related to mingw issues on win 64 bits).
Just to clarify: you actually can install numpy on windows with python.org installers fairly easily by using easy_install already (we upload a bdist_wininst compatible binary which should not use any CPU-specific instructions). It looks like those are missing for 1.8.0, but we can fix this fairly easily.