I have always preferred landing wing down in a crosswind assuming the aircraft allows. If you cannot hold the centre line with the wing down at very short finals then the wind is obviously too strong. I guess one reason that ATC might not give a xwind component is because of the variety of traffic they deal with. A vintage taildragger might have a 10 kt crosswind limit compared to something else with a 30kt limit. It is more info than needs to be given and radio time that doesn't need to be taken up. As others have said if you are competent enough to fly an aeroplane then it is not a difficult job to work out the component.