While I agree that it would be a cool feature to have in a device, I guess if it's a game of give and take then this would be the thing I would probably leave out as well. I have no doubt that if they wanted to they could shrink the hardware enough to make a damn near unnoticable difference in the size of the phone. However with ever increasing features vying for our most precious resource... battery juice, I'm thinking that, currently anyway, this could be the straw to break the camels back.
I agree with PSkeptic 100% that it is almost a no-brainer that they add this tech to the car dock. For one, the car dock has a coil cord that plugs into the lighter outlet that could easily double as the antenna. And while those at Motorola may not think that a large percentage of DX owners might actually use an FM transmitter, I would say that percentage would skyrocket when it comes to car dock owners.
In my opinion those who spend money on a car dock are much more likely to use this feature than those who do not.