Got mine last Thursday !
I too would have preferred a simple cable between the Axim and my Motorola Timeport 260 GSM/GPRS phone. (AKA P7389i) but couldn't find one either.
Seems like the 'Cable Guys' are busy supplying the US market. Cable specialist 'supplynet' expect to have their cables for US cellulars ready for shipping on March 17 - about 4 month after the launch of the Axim in the US and Canada. So we Europeans may be in for a long wait.
The only presently available options for the GSM crowd, that I have been able to find are:
The Digital Phone Card from Socket
and the Audiovox RTM 8000 DataPhone CF Card
Both come at a much higher price than a cable of course, but if you don't like fiddling with the IrDa ...... !
Socket
Audiovox RTM 8000
SupplyNet