I don't know.  I guess I would make a distinction between needing pywin
for the installer and needing it for roundup.

If the installer needs it then yes it could be included, but I think
that roundup needs it.  The problem is that there is a different pywin32
library for every version of python (2.5,2.6,2.7,...) so it is easier
just to throw an error and ask the user to figure out which version he
needs to install for his python setup.