Some of this has to do with principal.
The xserves are the only apple computers actually assembled in the US, they come with 1 year onsite support, they are designed for easy access, flexibility, to be rocks solid, and for the most part, self sufficient.
They come with 3 sets of rails, a raid guide alignment, a tool to make removing the PSU easier, two different lengths of power cord, and extra mounting hardware.
With all of that included, you'd think they'd throw in an adapter or two.
They also come with an integrated lights-out management (ILM) processor too. Yet another reason (unless all the networks/connections ) have crapped out that could possibly avoid the need a KVM switch ( even to do "console" on/off kinds of things. ). The XServe manual offers 5 different ways to do remote setup of the Xserve.
Maybe the battle with folks as to why it needs a DB9 serial port expended all the political capital devoted to getting legacy connectors onto the machine. The whole "we absolutely need DB9 and VGA" track sounds so 1980s.
I can see one of those, but both when have limited space?
Note this is also a question if the graphics processor supports VGA. Some newer stuff is DVI-D only (not DVI-I ). Although I think also has to due with mimicing the same set up that the Mac Pro has (although on motherboard as opposed to on a card. Mac Pro also is a GT120 , albeit on a card and more memory.) Since Apple doesn't formally give forward looking guidance, this is also in part a "clue" that mini-DisplayPort is the future. Apple committed everything to being on mini-DisplayPort. This leaves no doubt what the commitment was/is/will be.
The issue is that practically everyone is going to put the Xserve into a rack. (so ship that stuff). Not everyone is going to hook the Xserve to a KVM. You can put the "Keyboard and Video " on a mobile cart that you wheel around the machine room. You just keep the mini-display VGA/DVI adapter hooked to the Video monitor that you wheel around. That one cart could be used on 100 Xserves and cost waaaaay less than some 100-way KVM set up. Now that you can do many admin things even with the machine turned off the number of times absolutely have to physically connect to the box is pretty small.
There are more options for remote install possibilities now. (dual Ethernet connections that don't have to be on same network and ILM )
Making people "login" to do local Admin work also give you a clear audit trail ( unless folks scrub everywhere behind themselves) too. When there is a server with an unsecured keyboard/monitor you are allowing another unaudited avenue of access.
So it isn't as ubiquitous that folks buying XServes are all going to permanently hook the server to a physical keyboard/monitor (even with one level of indication switch.)
Buying Applecare (or OS subscription ) is a separate SKU on the purchase order. A $30 cable is just another line on a multi line PO. Or if demand is large enough Apple could do a bundle SKU for this where buy as "one line item". Some of this is people not looking at the listing of what comes in the box and then having to issue a second PO later because missed reading the "what's in the box" listing.
It is a green thing. Don't ship stuff that many folks won't use.