Because a significant number of people have had issues with things breaking because their setuptools install got messed up. Typically some combination of things convinced pip to uninstall setuptools which then breaks pip completely (due to a reliance on pkg_resources) and breaks installing from sdists (due to a reliance on setuptools).
This isn't a problem for most tools because they could just use pip to fix their dependencies. However when it's the package manager that breaks you're stuck fixing things manually. While it's obvious to you or I what the problem is I've found that the bulk of people who have these issues have no idea why they are getting the error and how to fix it.
Bundling this means that pip is either installed and works, or it isn't installed. It makes it much simpler for end users to deal with and makes it much more robust.
Right now this is particularly troublesome because there's a huge bug that's causing this to happen and I think i've not gone a day without having someone different run into the problem.
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Donald Stufft
PGP: 0x6E3CBCE93372DCFA // 7C6B 7C5D 5E2B 6356 A926 F04F 6E3C BCE9 3372 DCFA