Jeremy's right -- publishing source documents is becoming a regular part of the process. DocumentCloud has accelerated that. At ProPublica we make a regular practice of it. Here's an index of documents we've published alongside stories:

http://www.propublica.org/documents

(Disclosure: I work at both ProPublica and DocumentCloud)

Is part of the problem that a lot of professional media is from a print-oriented perspective, so that in the journalistic/editing mindset and initial target medium hyperlinking isn't possible?

Really, it's that publishing at the scale of a big paper requires separation of responsibilities. The workflow hasn't caught up to the new medium -- and neither has the publishing software. Newspapers are notoriously slow to adopt new tools. The New York Times was composed using linotype machines until 1978 -- about 20 years late -- and when I worked there in the late 1990s the pagination system (essentially, the CMS) was a green screen application running on a few rows of PDP-11s.

Kleinmatic is 90% correct -- reporters are used to banging out copy, passing it to an editor, re-writing it, passing it to a copyeditor, re-writing that, back through the ringer, and passed onto someone they've probably never met who fits it on a page. They've never had to really worry about the presentation on the paper besides the number of inches and maybe worrying about a sidebar or illustration to go with it.

So in that sense, asking them to link -- a presentation function! -- is very new in and of itself.

But also, a lot of the content management systems make linking prohibitive. The version our reporters and editors see makes you paste it into the story as a plain, unadorned URL, bumping against the words you want to link. But hope there's no comma after it -- it's comin' with it. And if you need to edit those words, you might screw the URL with it.

Footnotes? Academic papers have until recently been designed mostly with print in mind and had no problem directing people to primary sources.

I guess part of it is the print mindset of giving the impression to readers that the journalists at the paper generated all the content without any borrowing of materials.