Forgive me for repeating myself:
Yes, I can tell users how to find other PPM repositories or tell them how to install a compiler and find nmake, but when I have thousands of dedicated servers, this becomes a support nightmare, drives up costs, and ensures that my company has to spend more more working around problems in a build process we don't control instead of providing more features for our customers. This costs our company money.
Complexity management is one of the most severe problems with software today and I fear that many technical people simply do not understand it. I didn't and had to have it beaten into my head repeatedly over the years. It's very easy to get wrong and every time we try to pass a problem onto users, we add another layer of complexity they have to deal with.
Even when we give users crystal clear instructions which are difficult to get wrong, they will get those instructions wrong. Even if it's only one percent of users (and for installing compilers, it will be greater than that), imagine what happens when you have thousands of users.