There is far less need for a built-in ND filter with the far larger sensors of SLRs. With a small sensor compact like the G10, the NF filter is sometimes useful to get long enough exposure times in bright light, because diffraction makes it unwise to stop down below about f/8 (some would say about f/4). With an SLR, diffraction only becomes an issue at a considerably higher (slower) f-stop, so even with the same minimum ISO speed, a DSLR has far more exposure level flexibility before a ND filter is needed.
With today's DSLR sensor resolutions, diffraction is an increasing problem.
Even ignoring that, a ND filter makes it easier to leverage shallow DoF effects.
SLRs already have a mirror assembly. Is it so much of a stretch to consider adding a ND filter system to that?
Yes, it will increase mechanical complexity in the camera, and that means it will be more expensive to make, and more error prone.