You cannot, in general, easily install software on your machine.
That is, I can find quite a few examples for which a particular version or some particular software won't install on your particular machine/OS combination.
Remember we're talking about CLI software. While I don't doubt you can find some examples of CLI programs that are hard to install on Debian, I doubt they're nearly enough to justify something like this.
Even if it's not packaged, 'tar xf file.tar && ./configure && make && checkinstall' doesn't require any particular effort to someone used to the shell, and you only have to do it once for each program.