I had the same experience with Ubuntu server a couple of weeks ago. It's true servers don't often come with wireless as the sole connection, but I still found it surprising. I had to download the packages manually on another machine and use a flash drive to walk them over to the computer with Ubuntu Server. With virtually everything distributed via the Internet these days, connectivity is of foremost importance. Everything else can follow from being connected.
WPA supplicant and the other required package was a couple of megabytes, and I couldn't find it on the partially full 4.7GB DVD I used for installation either. This isn't some exotic technology that isn't usually found in homes and businesses, it's everywhere.