Who's "they"? typings is a third-party tool not developed by the TypeScript team.
While we did write tutorials using Typings, that content will change to use npm by our next release. Our guides are pragmatic, and are meant to get you working with TypeScript today. Making users use nightly releases would've been a major pain.
I just started using typescript and the the tuts already weren't up to date, which let me believe typings is the "new" way.
I met the pains you talk about and think npm is the right way :)