Adding GPU mining would add a lot of dependencies (OpenCL framework, etc) to the bitcoin client that 99% of people will not need. Therefore it makes sense to split mining into it's own application with those dependencies.

Also, remember that the bitcoin program is a financial program. It needs to be secure. The more bells and whistles added, the larger the attack surface and the more danger of subtle bugs creeping in.

Of course, mining should be explained - but there's no need to tease every user with the option when a tiny fraction of them will be using it. Those users can easily fetch one of the many miners available.