At Wittcon this year, I ran a seminar on game design and publishing entitled Dice Included. The basic premise of the piece was how each and every little thing you do along the way of taking your game from an idea to a published product is as much of an adventure as a business venture. Once you turn that page and say that you're serious about publishing and selling, you've got to watch every single copper piece carefully (thus the title of the seminar).
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).