It's easier to create beautiful artwork than develop an unusually good AI. Many of the large commercial strategy games have rather poor AIs, and these games have million dollar budgets. There are few RTS games that have non-cheating AIs that play well (the games of the Kohan series are actually the only ones that come to mind). There are a few more turn-based strategy games that have clever AIs that don't cheat (Galactical Civilization 2 is a good example), but even in that field it's not very common.
Personally, I much prefer a weaker AI than one that cheats obnoxiously. Ideal would be an adaptive AI that learns and evolves, but that's not easy to create, and I've never seen this in a "normal" game. Some chess AIs work this way, but chess is an incredibly easy game for a computer, at least in comparison to a RTS. Go, the board game, which still has very few rules compared to computer strategy games, is alreadly extremely difficult for a computer.
Anyway, as I said, I enjoy a clever AI as much as anyone, but it's not easy to do, and most people will be quite happy with the normal difficulty and the standard AI. Hardcore gamers need to play against other humans, and I'm positive that Glest will offer MP support in the future. May just take time.
