The problem is that setting up an MTA that can deliver to gmail etc can't e.g. Be done (typically) on a dynamic IP like you'd have at home and the scripts running would have to interact with your registrar and/or DNS provider to properly configure DNS (unless it also sets up a nameserver, which would make assumptions about how the domain is / could be used).

There are a lot of moving parts, and being an email admin requires some maintenance like being vigilant about not allowing spam. An automated script to set it up for people who wouldn't know how to run it would be doing those people a disservice.