To air is divine but to USB is expensive.
But to install your new operating system the old fashion way -- or as old fashion as it can get considering Apple is not putting the operating system on DVD or CD -- will cost you.
To download OS X Lion costs $29.99 but a USB thumb drive with the same OS on it costs $69.
For people with slower Internet connections, they are paying for convenience. The 3.49-gigabyte operating system could take hours to download on a slower connection, where a USB thumb drive allows an install without an Internet connection.
Of course, users could just go to their local Apple store and connect to the Wi-Fi service there and download OSX for $29.99 on a super fast, free connection.
Once downloaded, you could create your own bootable USB recovery drive and save yourself the $40.