The thing is, if they give away the soundtrack with the game, they can't sell it to you at a later date. I know Nintendo don't do this personally, but I'm thinking along the lines of the Final Fantasy games, where the soundtrack is about 4-CD's, and giving away something that large just wouldn't be viable.
Metroid Prime has awesome music though, so it would have been nice if they had included the soundtrack, but it obviously wasn't meant to be...