Below is the reason why Ubuntu lacks media support for closed codecs "out of the box."
A single example will be used- MP3's.
The group that holds the patent on MP3's demands that for each player with MP3 support a 75 cent fee must be paid:
It might not seem like a lot, but when the distro is free then even such a small fee is too much. The only other option is to pay a large one time fee that could otherwise pay a developer to work on Ubuntu for a whole year! So it costs money to distribute software that pays MP3s.
If Ubuntu ignored this, it could be sued in nations like the U.S. where this patent is valid. Either Ubuntu would have to pay up or the developers could never set foot in a country with such patent laws ever again (not reasonable). So because it costs money, Ubuntu has no MP3 support.
Now take this situation, and multiply it times every type of restricted software out there (that isn't a free like OGG) and you see what the situation is. So in order to spend money on developers, not laywers, Ubuntu has to avoid touching these codecs. Even an easier way to install them such as "click here to install" would make Ubuntu an accessory to a crime in many nations.
This is why its important to support open codecs and standards. But Ubuntu can't provide restricted software, or make it any easier because of the law.