Built in 3G means the consumer has their hands tied to a single carrier, or if it supports all carriers, extreme costs. Plus, then you would have people upset about signal strength because of the metal case blocking it, etc.
While it would be nice to have as an option to help appease all parties, from a manufacturing stand point it really is an all or nothing sort of thing, and market wise it is a very limited number that wants it, and it is getting less and less with every hot spot available phone sold.