I'm an avid Opera user, but this complaint is just getting silly.
A modern OS has to include some basic functionality out of the box these days, and with the Internet so important, a browser is obviously top of that list. The basic components of IE are used within Windows to render web content, and some programs explicitly rely on it to function. Linux is much the same, using whatever component it is these days (KHTML?). In both OS, you remove these components and something won't work, simple as that. Despite IE's shortcomings, it is extremely useful to different people for different reasons, so why would you want to remove IE completely by default?
Anyway - nothing prevents an OEM or PC manufacturer from putting an alternative browser on if they so wish. It's perfectly likely that Google will push for exactly that, once Chrome has fully matured. But OEM's will only put the extra effort in if they're getting paid to do so - which is why IE remains the default.
You as a user also have the choice. Since XP, Windows has had prominent "default programs" links in control panel/start menu, where you can explicitly set it so IE is not used. If you want to use FireFox for everything web related, nothing is stopping you from ever having to use IE again. Same with WMP, photo viewer, Windows Defender, Windows Mail, WIndows Firewall....etc..etc... There is nothing to stop these never being used again.
Opera is whining and moaning as a result of simple layman behaviour - IE is 'good enough', and therefore most people won't bother changing it. It's the same with Safari on Mac, and whatever browser is thrown into your Linux distro, there is no difference. Opera desktop use is disappointingly low - but this will do nothing to change that, people will only resent them for it.
PS. to all the fools claiming you can do fine without a browser ("WGET is like, so easy!"), you need to get out more and meet the %80+ of the population who wouldn't have the faintest clue where to even begin. For the vast majority of computer users, a pre-installed browser is an absolute neccessity. For the rest of us, it would just be a pain, WGET or not.