Actually, Microsoft use to ship with some very good backup programs. They still do ship with backup, it's not installed by default. The third party programs were better, so they stopped installing theirs by default.

I use to use theirs all the time in earlier windows versions, but now they leave it up to others to support DVD and all the other media options.

The question of if Microsoft didn't include it that it can't possibly be important just doesn't work. Anti Virus software not important? A decent fax software? There are lots of things they don't ship with or install that are important, they just don't want to support the average user using them.