What Koz is trying to say by pointing you at that link is that is not a technology issue that ASIO is not bundled with Audacity - but rather an IPR licensing issue. Steinberg holds the licensing rights for ASIO and if ASIO were included, then the open-source GPL licensing of Audacity would be vioated, or Steinberg's licensing would be violated - or both!
So as you put it "this recompiling nonsense" is the only
way you can legally get a copy of ASIO with Audacity - this is because Steinberg will allow you to use it, but for personal use only. So for example should you ever decide to go ahead and compile Audacity for yourself with ASIO inclued than you cannot
legally give a copy of that build to any other user.
See this article in the Audacity Wiki on ASIO with Audacity: http://wiki.audacityteam.org/wiki/ASIO_Audio_InterfaceBut do note that building Audacity like this is a "non-trivial" task