Problem with having the customer supply the CPU is the user error factor.
No company wants to have to field support calls when some guy buys their bare card and is trying to cram a supposedly "working" second hand pull '0x0 onto it. No matter how many times you can put in bold text on the warranty sheet "Installation of a working CPU chip is up to the user, and we do not support anything but the basic, bare board" there will always be some support issues.
Selling the full card allows for QC and avoids the above, but I'd certainly welcome bare cards if it got accels into more peoples hands.
but in the PC world you can buy your own CPU, Motherboard and FAN... whats the big deal?