People have spent 100s (even 1000s) of dollars on accessories and existing cables/chargers. The iPhone 5's new adapter makes all the accessories obsolete or demands 30$ for this adapter. It is unfair to past customers who have spent this money, and enjoyed these devices, yet have to spend more money on top of the iPhone which is in some peoples opinions, priced excessively.
Edit:
It seems that apple initially wanted to include it but backed out: http://www.engadget.com/2012/09/14/apple-iphone-5-free-lightning-adapter/
This article is by engadget. Very interesting.