In the United States and many other countries, companies or developers or manufacturers must pay patent royalties to use an MP3 player or MP3 Encoder or Windows movie decoders. There is also conflicts between patent licenses and the licenses of application source code, so mp3 support is not provided out of box. This has been done for legal reasons. Now, Canonical (parent company for Ubuntu) offering proprietary Codecs for Ubuntu Linux. From the blog:
For the first time we are making codecs for media playback and a DVD player, from our partners at Fluendo and Cyberlink, available through the Ubuntu store. We have had relationships with these companies for a while and to date we have offered their products to our hardware partners as pre-install options.
Now though, we are making them available to all users. It is important to us that no matter how you choose to access Ubuntu, pre-installed or as a free download, that you can have a similarly rich experience. The vast majority of our current users will have installed Ubuntu themselves. These users should also be allowed legal DVD and media playback and so we have built a way of letting them do this.
This is available for both supported and freely downloaded version.