Windows ships with large numbers of drivers because it doesn't know what devices are going to be installed into your x86 device ahead of time. Not so with ARM. WindowsRT does not ship with a wired Ethernet port, and hence they can make more space on your device for pictures of lolcats by not shipping the drivers for the devices that will never be on a WindowsRT device.
If you plug in a USB Ethernet device, you will have to install the drivers from the CD or from Windows Update.
Much as you might want this to be a conspiracy against Ethernet, it just isn't