When I first started with CI, I had real difficulty getting rid of the index.php from the url's. However the solution that works for me is a simple five line .htaccess file and a simple config change. I use the same .htaccess on all my sites now. So although it is actually a simple thing, it is quite complicated for newbies and can cause issues.
However working out of the box as widely as possible is very important.
I cannot see any problem with the way CI ships now, with the index.php by default. Perhaps a chapter in the userguide dedicated to this issue would solve newbie problems that I also experienced.
Paul.