There is nothing to stop you including build scripts in CTAN uploads: for example, in the past
beamer used to have the
Makefile on CTAN. However, a build script is not part of the package itself:, but is rather a convenience for the developer. (In the end, one can always extract a package and create documentation by hand.) Most notably, it's not usual to upload other 'support' material to CTAN, in particular test files, which are also part of the 'developer' files.
One can argue about the 'philosophical' aim of CTAN, but broadly it's always been about files for users. Additional material for developers has never really gone there. (For example, the sources for pdfTeX, etc., are not on CTAN.) Historically, users would take a
ins pair to install a package: today, almost all of them use TeX Live/MiKTeX, neither of which want build scripts. The small number of 'self-installing' users either are familiar with the classical route, or can be supported by a TDS-style zip for more complex packages.
Almost all code being actively developed has some kind of public source control nowadays. The type of user who is comfortable using a build script for a 'local install' is probably comfortable with a Git or SVN checkout, too. That lets them get the latest code, not necessarily what CTAN holds, in any case.