Active speakers would require power socket near the speaker, which may not be easily done.
Not at the low end, where people can use the type of system where the amplification is in the sub or in one stereo speaker of a pair. You can get started with just the speakers plugged into the source - nothing can be easier than that, right? When you are unhappy with the built-in DACs, have more sources, or want surround sound out of something that doesn't have a bunch of analog outputs, buy a $100 or so small and neat preprocessor/DAC with switching. When you want better SQ and/or more sound, you simply go get a better set of speakers. At some point you'll cross the line where all speakers will have their own power, true, but that can happen at a much higher pricepoint than the Z-5500's (no reason someone can't make a system with similar layout that is good value at $600 or more) and there's no real drawback to having long power lines AFAIK.
Then, if you have a really nice speaker system, you might want to upgrade your preprocessor, but this is not a realistic concern for 95% of people because speaker quality and room acoustics are that much more important.
Separating the pre/pro and the amp is the way to go, except it cost a lot more
My point is they don't. You can see from the Z-5500 that surround decoding, some input switching and an IR remote control can be done, profitably, at something like $50. $100 would give you sound quality that goes way beyond budget AV receivers. Obviously it must be a lot cheaper to do just this than the same thing plus amplification for speakers plus extra amplification (because you can't know what the speakers need exactly) plus a great big case for cooling. As a bonus, you have a much smaller and unintrusive footprint to deal with.
Creative made a bare-bones decoder component like this, but the only company still making such a thing (AFAIK) is Teufel with their Decoderstation. That the price is high is just a question of volume and lack of competition.
Having the end user be responsible for matching amplifiers, speakers and subs with each other seems not unlike like a driver having to match pistons and engine blocks when all he really cares about is usable power out of the engine. (Yeah, at the high end it makes sense to pick speakers and subs separately, but that capability is still there in the active system.)