The Ethernet PHY is actually rather expensive, around $20. That's why the cheap dev boards don't have it.
That's true, of course. So, all I can hope for is that something like this (http://www.seeedstudio.com/depot/ethernet-shield-p-518.html?...) drops in price by $5 then (the price of their on-board Ethernet controller). :)
This should really help lower the entry cost of using Ethernet in DIY devices, which I think is cool.