When creating an WPF application with the MVVM pattern, it seems I have to gather the necessary tools myself to even begin the most rudimentary event handling,
According to Josh Smith's article about MVVM, it was unveiled to the world in October 2005 on John Gossman's blog.
From then I'd say it took another 2-3 years for WPF/MVVM to really take off and be accepted by the community, by then it was too late to retrofit WPF to support the issues with MVVM. Also I'd say that WPF created MVVM, so it seems backwards to have WPF change to support MVVM.
Finally, not everyone doing WPF uses MVVM, so the API needs to support the standard usage of events etc
So, to answer your question, yes everyone is currently putting their own set of tools together as the "official" support only provides the DelegateCommands framework at this time.