Why does Android not include an Add Hardware Wizard?
On desktops and laptops, drivers are a necessary evil. Hardware is often user-serviceable and prone to changes, and there is a huge variety of possible combinations. On phones and tablets, this isn't quite so. You can't really change the hardware easily. It's entirely safe to disallow driver installation since you don't really need it.
It is a lot easier to break ARM devices than x86 with messed-up drivers.
Drivers on Android must be written for specific kernel versions and all. This is easy to do for a manufacturer, but hard to get right as a user.
Most USB On-The-Go devices are USB interfaces, for which drivers are included. 
Driver installation requires root access, which is disabled by default on the vast majority of Android devices.
Allowing driver install exposes a massive surface for the installation of rootkits and other malware.  And, in fact, such malware can persist across devices wipes and firmware upgrades.


We will likely see some kind of driver installation if Project Ara takes off. But I imagine it will be along the lines of each component having its driver loaded onto it and installing when attached, as opposed to allowing the installation of arbitrary drivers found on the Internet.