I have to have a kettle for other purpose (including heating water for other mugs than mine), and no self-heating mug is going to be as efficient as a kettle to heat water.
Furthermore, I also put cold or room temperature liquids in my mug. With a self-heating one, I would be carrying the heating parts for absolutely no reason.
Same goes for a TV. By keeping things separated, I can decide what I do which each device and manage their lifecycle separately. If the device reading video files is included in the TV, I can't plug it to another TV or a projector or even take it with me to use it elsewhere. While I've upgraded three times my video playing device to follow tech evolution, I've kept the same TV to plug them in.