Why?

We release whenever we feel we've something to bring to the people without known serious regressons and we have time to do it. It's currently quite time to release, but there are still some things we'd like to solve before that.

Which OS are you running openMSX on? At least for Windows and Android you can get very recent pre-built development snapshots at http://openmsx.fixato.net/
And for Linux it's very easy to compile openMSX yourself. For Mac it's probably also quite easy, but I don't have experience there.

its all so easy...
install this
then install that
then do that
and that too

NOT
its NOT easy!!!!
if it was more people would do it (compile stuff)

Compiling stuff can be easy. Making OpenMSX compile is not easy because of the needed dependencies. I can compile it because I've done that a couple of times but it is always a bit of a search to try and install the correct libs to get it to compile with all the features.

Then again, if you use ubuntu or mint, please see https://launchpad.net/ubuntu/+source/openmsx ;)

Use Gentoo - that has "a script" (ebuild) for every package (IIRC also OpenMSX and maybe even for current GIT in some overlay) that will compile it for you quite easily ;-)

As a more serious note, Installing the dependencies is distribution specific (depends on package manager, available packages and the distributions naming scheme etc.). Also, installing them is not only openmsx specific, since a lot of the dependencies may already be installed for some other package. Generally, what an author can do, they can list the dependencies - and it is up to the user to install them. After the dependencies are there, it's just a matter: "./configure && make". So, overall it doesn't make much sense to give distribution specific scripts (and even if it would, it is up to the distributions and the distribution community - it is a waste of each software authors time to make distribution specific packages for all distributions out there). Windows snapshots are already there...

OS X may seem complicated, but I told my experiences only to point out that if one is comfortable with the Linux/Unix way, same can be done there (also, because Manuel mentioned it and it seemed appropriate to share my experiences in the context). There may be more OS X specific (without MacPorts) ways of compiling - such as a XCode project file or something, but I have not looked into it.

As for dependencies (this is on Manjaro):

$ ./configure 
Using Python: python2
Probing target system...
Creating derived/x86_64-linux-opt/config/probed_defs.mk...
Creating derived/x86_64-linux-opt/config/systemfuncs.hh...

Found libraries:
  ALSA:             version 1.1.1
  GLEW:             version unknown
  libogg:           version unknown
  libpng:           version 1.6.23
  libtheora:        version unknown
  libvorbis:        version unknown
  OpenGL:           version 4.5
  SDL:              version 1.2.15
  SDL_ttf:          version 2.0.11
  Tcl:              version 8.6.5
  zlib:             version 1.2.8

Components overview:
  Emulation core:   yes
  GL renderer:      yes
  Laserdisc:        yes
  ALSA MIDI:        yes

Customisable options:
  Install to        /opt/openMSX
  (you can edit these in build/custom.mk)

All required and optional components can be built.

I think that output of configure script will give quite a good hint what libraries are missing (if any are missing).

I really think it is worth learning to compile yourself, since learning this stuff will enable one to compile a lot more software (than just OpenMSX), since the general procedure is the same. There's also the large delay caused by the distributions, since only a few of them are rolling release, and hence will lack behind (and I would not recommend a rolling-release distribution if you are not experienced with Linuxes and are not prepared to deal with breakage).

I thought Linux had a visual interface with 3d blocks, so simple even a kid could operate it!

https://www.youtube.com/watch?v=dFUlAQZB9Ng