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#21
Because for years, they didn't include these tools and their security was awful and the community was screaming foul. And compared to alternatives, I know that Linux distros also come with firewalls and some even have SELinux enabled by default. Including the basics for those who won't go out and get something else isn't a bad move in my part. I haven't worked on a low-end computer in the last 10 years that struggled in any way to run the basic Windows installation.
Well, I don't bother with 3rd party firewalls as the one built into Windows works perfectly well for my needs.
Yes, some people have additional needs. Many of us don't care about that out-going traffic. I for one, am not bothered in the least by it.