First of all, we have special n-1 procedures as well for certain airports. But at airports were obstacle clearence is not an issue we INNITIALY follow the SID. After everything is taken care off, off course we be glad to accept radar vectors or what so ever. Think about this; first fly the plane, take action and fly the plane! The only thing we tell to ATC innitialy is to standby and that we are following the SID with n-1. Now there's no talking on the radio anymore and both pilots can concentrate on what's going on in the cockpit, without interference of ATC. Both pilots know exactly what to do, because following the SID was our first intention anyway. Now, the stress has dead out, the crew can decide on the next action to take, which probably will be a request for vectors. All this is in contrast to doing someting unfamiliar and talking with ATC when requesting vectors immediatly after an engine failure. Not to mention flying in a "black hole" if you continue on runway track (if you know what I mean). Think of other traffic for instance.
Now this is not neccesary my opinion, but just a note to get the discussion going.
Greetz, E.