I see - I searched for a while and it seems (if I'm reading correctly) that right in the RFC from 1999 it says to use / check prime-ness of the modulus: http://tools.ietf.org/html/rfc2631 so I'm still a bit confused - maybe the point is that it's commonly not done?
However, the plan here is too get someone to use your chosen modulus which is weaker. I'd suppose they are banking on no one checking that the modulus actually is prime.