I'd argue that isn't really the use case for their free tools. They want you to make ASP.NET web sites, Windows Phone apps and maybe a few simple desktop apps.
I'm sure that's their argument too. "Express isn't 'for' that." However, Microsoft is not really in a position now to dictate what developers "should" be using Windows/Visual Studio for. If they want Windows to remain relevant as a platform then putting roadblocks in front of developers is the wrong thing to do, even if the roadblocks are well-intentioned "steering" towards a development path Microsoft prefers.
But most people using the express versions probably aren't building these types of applications.. Also, the download size is important here. You can download the developer libraries GP refers to separately IIRC... Windows SDK etc.
The free Windows SDK doesn't include ATL/MFC either, for several versions now. You have to comb through the Microsoft Download Center archives to find an old download that happens to still have it. (For anyone who's actually looking, you can get it from, of all things, the Windows Driver Kit, version 7.1.0 and below only. http://www.microsoft.com/en-us/download/details.aspx?id=1180... )
Download size is not an issue because Visual Studio Express is primarily installed through a <1MB installer stub these days. You can choose the options you want and it only downloads what you select.
However, Microsoft is not really in a position now to dictate what developers "should" be using Windows/Visual Studio for.
Microsoft's developer tools have been a fairly lucrative part of their business. They are entirely within their rights, and with a robust, well-justified business case, segmenting the way they do. I would love to have everything for free as well, but the real world doesn't always work that way.
Intel sells their compiler suite for $1000 or so, it's worth noting. All so you can buy their chips.
