Because they have to. Don't set up a router? Don't get an internet connection. It's like how people manage to put their tax in.
The barrier for entry needs to be much, much lower than setting up a router, otherwise it'll just be passed over in favour of something else, like Facebook.
(This, though, like the internet, changes when you reach critical mass. Then barrier for entry can be higher without impacting uptake much.)
Wordpress.
A very important part of an interactive webpage is how it changes over time and with different inputs. Web developers have no trouble looking at some example widgets and imagining all the possible things a user could make them look like, but most people (might) have trouble doing that.
The same thing, I imagine, applies to running servers. I only know a bit about operating servers, but from my experience there is a complete, unremovable complexity that comes with having a powerful set of tools. Perhaps, we could remove almost all the configurability from the instant-server kit, but then why would you want to run your own?