Some people have no interest in playing online, and therefore have no interest in paying for Live Gold. I have several friends like this. There are also many people who have no use for wireless; my 360 is sitting right next to my router, why would I want wireless?
Nothing comes free; Sony charges for these things, they just do it indirectly. The built-in wireless makes the PS3 more expensive to manufacture, and therefore is part of the reason Sony can't afford a price drop right now. (Yes, the cost is small; far, far less than the 360's wireless add-on costs. But it is a contributing factor.) Sony's lack of subscription revenue for PSN is another, much larger factor. If they charged $50 a year for online play the way Live Gold does, maybe they could have afforded a price drop to $300. If not $300, certainly $350. People with no interest in online play would much rather buy a PS3 for $300 or $350 than buy one for $400 and never use the "free" online.
That said, I do think Live Gold might be a bit overpriced. It might be fine for those who play online all the time, but I spend most of my time playing offline. The wireless adapter is certainly overpriced; I feel bad for anyone who needs to buy one.