Haven't programmed an FPGA in about a decade. Was a little surprised to see that the Altera tool is still called "Quartus II." Would have thought they'd be on Quartus MCMLCCIV by now.
Anyway, it seems to me that the FPGA folks are designing their parts around some assumptions about the systems in which they're going to be deployed. There is nothing stopping them from adding "usability" features to cut down on external parts and hassle. The programming flash can be internal, they can have their own oscillators and PLLs, etc. Heck, if they have a hard core in them, they could put a bootloader that allows the core to configure the fabric from the same blob its downloading to run its code.
I suspect, though, that Xilinx/Altera have done their homework and determined that providing such "niceties" would waste silicon area on something that most customers (* volume) doesn't value. Of course, they could bring in zillions of hobbyists, but that does not drive volume. I also wonder how they would handle the reduced ratio of support calls to parts shipped. It's hard to imagine the average Arduino user dealing the timing closure, clock skew, etc.
Two other random points:
1. part of the reason FPGAs are a bit harder to work with vis a vis voltages is that they tend to be on the bleeding edge of process technology. They sort of have to be to get their marketing numbers for density, speed, etc. And the latest submicron processes are not super-friendly to "high" voltages like 3.3V
2. Why have no uC vendors gotten into the act by putting a dash of FPGA fabric into their devices, to be made accessible as a memory-mapped peripheral? (Or have they?) That would be cool, I think, and would be kind of community-friendly where people could swap and sell "soft peripherals." People who don't want to design their own could skip the fancy tools and just add in magic blobs from a database. Could be great for "just one more timer" or a UART with a custom twist, etc. I could see this eating into the market for CPLDs and smaller FPGAs. Also, a way for one of the ARM core providers to get some lock in. Right now, from there perspective, it has to be too easy for designer to switch platforms without pain.