It boggled my mind that even Windows 7 didn't have that. At my job, I'm the Mac tech and there are a couple of PC techs. When they're overbusy, I take some of their workload... had to do an install of Office on someone's machine, so I found a folder of ISOs on a network share, downloaded it, and...? Hmm. "I may be an idiot," I said to my colleagues, "but I can't figure out how to mount this ISO file." "Burn it," they said. "Why, how do you open it on a Mac?" "Uh... you double-click it."
Talk about your long times coming.