https://bugs.winehq.org/show_bug.cgi?id=39859
--- Comment #2 from Rosanne DiMesio dimesio@earthlink.net ---
This is misleading, because Wine will attempt to download them on prefix creation or update, so usually no manual steps are required by the user.
Downloads can fail due to networking problems, and inexperienced users sometimes panic when they see the download and cancel it because they're afraid of malware. The result is a broken wineprefix and possibly an invalid bug report.
Re-downloading gecko and mono on every wineprefix creation is also a waste of bandwidth, and that's a very real concern for users subject to bandwidth caps from their ISP. I recently had to help a forum user who canceled the download for that very reason.
Installing gecko and mono locally has long been recommended to avoid those problems, and yes, users can do it manually, but it's not the most user-friendly process.