I was talking with a rep at the Apple store Genius Bar yesterday about a different matter, but I asked about the SIM tool. His response was that they should be included with all unlocked phones, but not with the carrier-specific phones. The logic is that with an AT&T iPhone, for example, it comes with a SIM, and there should really be no need to open the SIM tray, whereas with an unlocked iPhone, it comes with no SIM, so the end user would have a need to be able to open the SIM tray.
Seems totally plausible to me.