Maybe they didn't, but if you want the latest security updates from Microsoft, you can only get them if you have installed SP2.
Which makes sense. You draw a line from the previous service pack and start patching again. No point in keeping hundreds of individual patches available, some of which would be outdated anyway by now.
For those who keep their PC's updated through WU or AU, then SP3 wont be a big deal anyway, as ONLY the files still needed will be downloaded.
Its not going to be a 330mb download unless you're going from an unpatched XP RTM, SP1 or SP2 PC.