Apple does not support CPU upgrades in the Mac Pros. You need non-standard tools to do it, it's not as easy as in a typical PC, and occasionally have to hack a firmware update depending on what Mac Pro model and what new CPU you want to use. The firmware hack is because Apple does not update firmware in older models to support newer CPUs, even though the hardware is otherwise capable of it.

I think people who upgrade their CPU in Mac Pros are a minority of Mac Pro users. I'm probably not a typical Mac Pro user (a "mid-range" tower would've been fine for me), but I bought a 2007 Mac Pro with the least expensive CPU option, then in 2012 upgraded the CPUs in it to extend it's life. The Xeon CPUs I used were ones Apple never offered, but they happen to work in the machine I had.

Also: I upgraded the graphics card several years ago, to an official Apple supported graphics (ATI 5770), but my Mac Pro model isn't officially supported by Apple (but it works fine). I also did a hack to get the current OS X version, Mountain Lion, running on my machine (it isn't supported by Apple). My Mac Pro borders on being a Hackintosh at this point.