Old compilers tended to make it a compile-time switch which backends were included, probably because backends were "huge", so they were left out. (The insn lookup table in GCC took ages to generate and compile.) And of course all development environments running on Windows assumed x86 was the only architecture.

With LLVM existing, cross-compiling is not a problem anymore, but it means you can't run tests without an emulator. So it might just be easier to do it all on the target machine.