At some stage they probably should. However, as it is now, the integrated GPS chip in the current N810 is a good example of the opposite: You've got your new N810, integrated GPS and all, and after a while you realize that the GPS isn't very good, and that newer, better, smaller standalone BT GPS devices with new features are entering the market all the time. Now, you can't just "upgrade" the integrated GPS chip in the N810, can you?

As an N800 owner I recently switched to a newer, faster, much better and more sensitive GPS unit than the one I used before, and I have also replaced my phone during my N800 ownership. If those things were integrated I could at best stop using the integrated versions and use external units (as some N810 owners for sure will do as far as the inferior GPS is concerned).

At some future time maybe the integrated chips will be so cheap, small, and mature enough that the technology has stopped moving. When that happens the vendors can stuff the device full of such chips as far as I'm concerned. As of now though I prefer to be able to replace those parts at will.