I agree that including a cable would be a nice touch, but E* certainly isn't alone with this. Do you know of any manufacturers that include HDMI or component cables with other devices, i.e., DVD or Bluray players?
Part of the problem is that the manufacturer has no way of knowing whether your existing equipment is component or HDMI. (Or even worse, composite, in which case it isn't HD at all.)
Got a replacement 622 couple of weeks ago... Included HDMI and component cables. It was a refurbished unit. Some times you get them, most of the time you don't.
At least all the ones sold Sam's and Costco. It was printed right on the box. (See AVS). My Panny DB30 came with one. And its' manual said it was not supplied. Same with a friend's Sony 350 from Amazon.