Strangely enough, the reason that this install step exists is because the .NET Framework _is_ built-in to Windows. For example, .NET 3.5 was built-in to Windows 7. If your app needed .NET 4, then it needed to formally install it on the system. If we didn't make that an option, then .NET 4 apps would not run on Windows 7, which would be bad.

.NET Core is _not_ built-in to the OS, so apps can carry it within their package, meaning that there is never a need to add another step to the installation. This is a major goal of .NET Core.