Pretty much yes ... You can't compare it to a standard windows installation ... Its not a standard install ... Not all PocketPCs have the same hardware ...
How would Microsoft know what drivers to put in the ROM image ... They can't put them all as there is no way it would fit them into the small space required. Not considering all the PDA makers and all the different hardware there is. Not only that but not all hardware on the PocketPC is PlugnPlay. If it can't automatically install the driver do you know which are needed to do it manually?
I perfer the system the way it is.