Yeah, but every time you get a new machine you have to install Apache and setup the httpd.conf. That is a lot of work for a non-production environemnt.
Anyway, PHP is the only langauge that does this. Catalyst, Rails, Django, etc. all have their own server. CL has Hutchentoot. It's just PHP that requires a production environment for testing "hello world".
Probably the best thing for PHP though is that once you set up your trivial testing server, you never have to touch it again. You just keep refreshing the page, or pointing the browser at new pages, no matter how much code you write or file structures you change. It just works.