It absolutely needs to come in the box for it to be effective. You need to be able to rely on 100% of your customer base having the hardware required to play it.

The thought that they don't care that much is really strange, because every single keynote that I can remember has included game demos. They always use game demos, from AAA game developers like Epic, to come out and show off the latest capabilities. They could take a sizeable chunk of PS4 and Xbox One customers very easily - fund the development of some genuinely AAA, exclusive games, bundle the controller in the box and the thing would sell like hotcakes. Nintendo is somewhat safe because their IP is much more valuable than Xbox or Sony, who basically offer the same games with a few notable exceptions.