The people who own the MP3 patent have chosen to charge royalties for it, and many (most?) countries have patent and intellectual property laws that allow for the enforcement of such decisions. If you disagree with their decision, take it up with them; if you disagree with the laws, work to have them changed.
Until and unless that happens, though, for xmms or other GPL players to include MP3 support out-of-the-box would be illegal, and I thank them and Red Hat for behaving honorably and lawfully instead of finding a way around the issue.
One alternative is to use ogg audio format (which is what I do).
