Authors generally make about 5-6 times more on hardcovers, so if you want to support them writing more books, that makes a big difference.
Also, hardcovers are just so much nicer... and they last longer...
I wish the hardcover book I bought included a code for the ebook which I'm actually going to read. Book publishers are able to sell multiple copies of the same book to the same customer because their product happens to not be easily format-shifted. Unlike music publishers, I think that book publishers are much less willing to embrace the new medium because they haven't been forced to.
I think it will happen eventually. Publishers run on very thin margins as is, and as long as they feel that they can get more by charging people for ebooks separately, they will keep doing so. Also, most publishers don't publish ebooks yet, so for them it's additional work to actually create ebooks. That's why you only see smaller, technical presses like PragProg or O'Reilly doing something like it - they already have the infrastructure to create the ebooks easily, and their audience is tech-savvy enough to benefit from it.
The only publisher I know that does anything close to this is O'Reilly, who offers a $5 upgrade to include the ebook. As long as the big publishers can sell hardbacks, paperbacks, and ebooks for the full price, we'll never see this innovation take off. It will have to come from customer demand or smaller publishers.
I don't normally buy books, seeing as libraries are free. However, I will keep this in mind next time there's a book I feel I must own.