In the beginning it was mentioned on the website and it was also shown on screen during WWDC. Although some of the Windows crowd might try and take credit for the implementation of Cut Copy N Paste in Lion, they shouldn't. Apple added it to iOS and they are trying to bring the best features of iOS to Mac OS X and that was one of their main credited features, although I'm sure there was quite a request from their own customers as well for it.
However, I do agree with you, I don't know why Apple just didn't add the "Move Item Here" option as part of the right-click contextual menu rather than pressing Option but I'm not going to cry over it like some people (not you) are here. Before Lion there was no Cut N Paste in Finder (whoa Snow Leopard users, the system wasn't designed for it so please don't post your Terminal hacks to counteract my point) and it was quite a requested feature. Now that it's here people want it the "Windows way" or nothing at all.
Some people on this forum are just too picky here. Honestly, with all the cheering for how great Windows is....
.... and so much criticism for what Mac OS lacks.....
.....you'd wonder why people are buying a Mac at all? With limited hardware options, limited GPU options, higher cost and in some people's eyes, an OS that doesn't offer a fraction what great old Windows offers it just makes a person wonder. I also wonder if Windows forums start threads asking what features in OS X would like you to see in Windows? Somehow I don't think it's very often as Windows is such the great system.