As I personally don't agree as I've heard people speculate that soldering would cost maybe a few dollars more to the overall price which isn't that big of a deal.
But the biggest draw backs of it not being soldered is using it in mITX cases where size is so limited that you need a Pico PSU. You don't have that many options for more fans. (maybe 1-2 40mm fans) nor do you have the luxury of choosing a better CPU cooler.
Now I will admit this is a very niche example that I am personally involved with but the problems still remain.
PS, I've seen 95W TDP CPUs able to function perfectly with a 35W-65W cooler just because they were soldered / used LM. So this would allow more powerful CPU's in HTPC builds without compromising performance.
PSS, for the regular users. Using solder would keep your fan speeds down which would overall be a quieter experiance. Also with the temps lowered you now have more headroom to overclock on while using the same previous CPU cooler.