It's not something most people know how to do, and you have to pay for a blank media set. There is usually a "recovery partition" instead, but how well do those work?
You can download windows install files from Microsoft nowadays. There's a downloader that also includes functionality to burn a DVD image or create a bootable USB stick.
As for the "it's not something most people know how to do": Buying a new computer also requires you to transfer files from the old to the new computer. And requires you to install your software. I'd say that both tasks aren't significantly harder to perform than clicking "next" on the Windows install dvd.
