I absolutely agree. They have a notification system infrastructure on iOS, and leaving that to a third party on OSX seems sloppy.
I imagine they would argue that per-app notifications (badge icons, etc) don't require system-level integration, but as I think they've learned from iOS5 apps, there's more you can do, and it's really nice to have this in one central place.
Maybe Lynx, or whatever they call 10.7, will have them.