As I mentioned when someone brought up the history of UDP, the original idea was that datagram protocols would be implemented at the IP level, as seen here. UDP offers the same functionality, but one level higher. In BSD, it was easier to do things from user space at the UDP level rather than at the IP level, and adding new protocols directly above IP fell out of favor.

Try to get an IP packet that's not TCP, UDP, or ICMP through a consumer level Internet provider.