Well, take note because Microsoft is now offering the power brick on its online store for $34.99 [via Joystiq]. We say "take note" because, according to the store page, the power supply is currently out of stock.
Presumably, the reason the power supply was not included in the bundle was because the Xbox 360 'S' console--the new standard--doesn't need the supply at all.
When purchasing a Kinect unit by itself, the supply is included, giving older model Xbox 360 consoles the ability to power the Kinect unit from a wall outlet. Xbox 360 'S' models have a port specifically designed for the Kinect accessory, requiring no secondary power source.
If you own a new Xbox 360 and Kinect bundle and plan on bringing your new toy to a "classic" Xbox 360 owning friend's house, or if you own a second Xbox 360--an older model, that is--and plan to move the Kinect around the house, Microsoft has a solution for you. Only not right now.
Shacknews has contacted Microsoft to find out when more power supplies will be made available but has not heard back at the time of publishing.