Actually it's marketed as "the smallest portable PC for gaming, browsing, and remote administration." As it's been said, it's a portable PC, not a peripheral device. Not even the Sony Vaio UX, OQO, or BeagleBoard computers come with a USB cable.
That made me think that my PSP wasn't delivered with a USB cable.
(But since nearly every USB accessories I've bought for the ten past years came with the same kind of cable, I own quite a few of those)
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