I guess I'm just used to that, in fact most PC games added it before long years ago. It's called "Auto-save".
I tend to disagree. I think PC gamers want more customization in order to turn the game into what they want instead of what it is. Console gamers have never really had that and thus don't miss it when it's left out. What I'm saying is that PC Gamers (in general) don't really seem to want to play games the way they are made.
I can't say I ever found the checkpoints to be too annoying, other than in the co-op splitting up parts (gahhh!) where, then and there, I could really have loved some quicksave. Other than that, though, the checkpoints were fine from my perspective.
Customization is a different manner, though. I wouldn't say it's because PC Gamers don't want to play games the way they're made, I would just say that one size
doesn't fit all. Hell, that's why I'm a KDE guy; that desktop environment can be changed to act in whichever way you want, and some people have fundamentally different ways that are best for them to interact with their computers. Whereas on the other hand you have something like OS X, where you'd have to use kernel hacks just to get your Macbook to not go to sleep when you closed the lid. Like consoles, Apple works by creating one way and insisting it's the only way that things are supposed to behave, refusing to let you change it. That works for some people, some people love not having to think about choice and good for them. Some people find it irritating as hell and can't stand it; myself and many PC Gamers fall into the latter category, I think.
One of my favourite dead horses to beat is Deus Ex 2
and one of the big differences between the first game and the second game is that in the first they made it really easy and straightforward to customize how the HUD looked and, to a degree, acted. For the second one there was far less leeway and you had to go hacking around in an ini file to do any of it regardless.
PC Gamers think "this is a computer program, why can't it be modified?" And often times the modifications they want are very slight and would be easy to allow, just user interface choices, but you're very right, console players aren't used to that and so they don't miss it when it's gone. If I couldn't rebind the other trigger in Halo to melee instead of grenades I'd go crazy, but most console-based players wouldn't raise an eyebrow (obviously not a great example since you CAN rebind the controls to a degree, but since I've got to run off to my night class now I don't have time to think of a better example, heh, you get my point though).