It's one of their tactics as linux had the rumor mill of being a pain to install, they made live cds, so ubuntu prepacks the most common configuration so as you fit the cd and turn it on it will be working and you can see what you are getting.
Yes with one installation you could to go to bash and install the KDE, Gnome or XFCE... but it will require to download all the required packages for those UI to work, so is easier for you to choose what you need to prevent more download time.
Havent installed Gentoo on years, I could only suceeed once due it was pain to install... but once installed if was pretty damn good, I learned a lot of how linux does things with Gentoo.. something you dont learn with other distros at first glance.