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To include a set of dice (2d6 and 2d10 for WEGS) would be an awesome addition to the Old Skool bag, but doing so would add about $1 more to the cost it took me to put the package together. While that's only .25 a die, it's also 25% of the retail price. Taking just a buck off the margin is a dicey thing to do for a small press endeavor. Sure I could get the dice much cheaper, if I ordered a thousand of each type, but I'm not ready to add two big dice-filled bean bag chairs to my tv room right now...
I read earlier this week on the Grognardia blog that when the D&D box set was sold over in the UK, the fact that the books came with dice caused the product to be taxable; adding dice established it as a game and not a set of books (books are not taxable). Supposedly stores removed the dice to increase sales. I say supposedly because this was only mentioned in a reply to a post and I can't verify it.
While adding dice would strongly establish the Old Skool bag as a game, I think the inclusion of the card deck has similar results (as does the beefy barbarian warrior chucking dice at you).