The RPi does come with licenses for some proprietary codecs, namely MPEG-4 Part 10 (H264) and MPEG-4 Part 2 (DivX, Xvid and the like), mostly because they're cheap and their use widespread. The extra license you can buy are for codecs that are either too expensive (MPEG-2) or not used very much so their inclusion would increase the price of the RPi for everyone while only being useful for a few.