I can see why they wouldn't include it, since it's positioned towards games, and it's repetitive motion on the touch screen that might lead the coating to wear.
The oleophobic coating on the iPhone 3GS feels way better to use then the screen on the iPod touch - I find dirt sticks to the touch very easily and finger prints and oil builds up easily (like if you even sweat a little bit while using it). Doesn't happen at all on the 3GS; I find it very slick to use, in comparison there is a lot of friction while sliding your finger on the touch's screen (you really need to compare it to the 3GS though to get what I mean).
I'm honestly very surprised that Apple didn't include this in the new touch.