Nemo, why would you want them to include an HD? You can shop for your own, and get as large as a 1TB for less than a hundred bucks.
Like lolmonade said, it's rather convenient to have your hard drive inside the system. If I take my Wii U to a friend's house it's just an extra hassle to bring an external hard drive, the extra power plug (needing an extra place to plug it in) and extra cable going from the external HD to the Wii U. It was even a hassle, to type out that sentence, detailing what needs to be done. :B
An internal HD would be my optimal choice, as my systems tend to travel a lot. I've probably played my Wii on about 15 different TVs in several states (while living in the same house since it first came out).
Ironically, my XBox 360, with its internal HD has only ever been hooked up to one TV, as I don't really have multiplayer party games for it. Go figure.
I will eventually pick up an external HD and there are benefits to that, too. I can pick the size (example: 1TB) and I can get a good price.
(You're right Leo13. The difference between 1 TB and 0.008 TB is almost as extreme as the difference between 1 TB and 0.032 TB, especially when you subtract space from the OS.)